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A stochastic geometric programming problem with multiplicative recourse. (English) Zbl 0703.90069
A stochastic geometric programming problem is formulated as a multiplicative recourse model. As a general result it is shown that the deterministic equivalent model is convex. Some computational considerations refer to the case of normally distributed coefficients.
Reviewer: Anton Ştefănescu

MSC:
90C15 Stochastic programming
90-08 Computational methods for problems pertaining to operations research and mathematical programming
90C30 Nonlinear programming
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