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- W2499218285 abstract "This chapter discusses stochastic linear programming and its application to economic planning. An extension of the duality theorem of nonstochastic programming in the area of stochastic linear programming in its two approaches has been considered using the properties of a first countable topological space and the convergence of the sequence of distinct and selected points in the parameter space to a limit point. When the cost of sampling is introduced in the parameter space defined by a stochastic linear program, this line of discussion of the active approach would lead to the sequential probability ratio tests in some modified manner. A third class of decision rules, much more general than the first two classes, may be defined by alternative rules of mapping from the uncertainty space to the certainty space." @default.
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- W2499218285 date "1965-01-01" @default.
- W2499218285 modified "2023-09-28" @default.
- W2499218285 title "STOCHASTIC LINEAR PROGRAMMING AND ITS APPLICATION TO ECONOMIC PLANNING11“Journal Paper” No. J—of the Iowa Agricultural and Home Economics Experiment Station, Ames, Iowa. Project No. 1200." @default.
- W2499218285 doi "https://doi.org/10.1016/b978-0-08-011588-7.50055-8" @default.
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