Geodesic
Optimal Decision Rules in Conditional Probabilistic Programming
Atti della Accademia nazionale dei Lincei. Rendiconti della Classe di scienze fisiche, matematiche e naturali, Série 8, Tome 45 (1968) no. 5, pp. 231-235.

Voir la notice de l'article provenant de la source Biblioteca Digitale Italiana di Matematica

Nella presente Nota si sviluppa una teoria unificata della programmazione probabilistica. Questa, nell'adoperare dei vincoli probabilistici condizionali, porge una caratterizzazione delle classi ottimali di regole stocastiche di decisione. In particolare, vien stabilita l'ottimalità delle regole lineari discretizzate di decisione per la minimizzazione del valore assunto da una funzione concava di variabili di decisioni stocastiche. 
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Charnes, A.; Cooper, William W.; Kirby, Michael J. L. Optimal Decision Rules in Conditional Probabilistic Programming. Atti della Accademia nazionale dei Lincei. Rendiconti della Classe di scienze fisiche, matematiche e naturali, Série 8, Tome 45 (1968) no. 5, pp. 231-235. http://geodesic.mathdoc.fr/item/RLINA_1968_8_45_5_a6/

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[2] A. Charnes and W. W. Cooper, Critical Path Analyses via Chance Constrained and Stochastic Programming, «Operations Research», 12, No. 3, May-June 1964, pp. 460-470. | DOI | MR | Zbl

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[17] A. Charnes and W. W. Cooper, Deterministic equivalents for optimizing and satisfying under chance constraints, «Operations Res.», 11, 18-39 (1963). | DOI | MR | Zbl

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