Research Reports from the Department of Operations
Document Type
Report
Publication Date
9-1-1969
Abstract
This presentation is an outgrowth of an earlier report "Probabilistic Programming 1950-1963: An Annotated Bibliography" which has appeared as Technical Memorandum No. 155 of the Department of Operations Research, School of Management, Case Western Reserve University. The organization, format, and rationale for this document is drawn from that of the former which should be consulted as to the structural details of this summary. It is noted in passing that an attempt has been made to provide the most complete and up-to-date reference citations possible. Where only partial information as to the literature citation is presented in the entry provided, it represents the latest available estimate of the place of appearance of the material discussed as provided by its author. In most instances a copy of the work can be approached through reference to the listed alternate source.The content of this memorandum arises as a specialization of that of its predecessor document. Whereas the former concern was with the broad area of "probabilistic programming", attention has been restricted here to a mathematical programming problem termed in the literature "two-stage linear programming under uncertainty" (and its variants). Entries [9], [10], [12], [15], [18], [22], [24], [27], [28], [33], [37], [39], [45], [53], [57], [60], [63] of Technical Memorandum No. 155 summarize the development of the theory on this problem in the years 1950-1963; the remainder of this document is devoted to this theme.
Keywords
Operations research, Probabilities, Stochastic programming, Linear programming, Distribution (Probability theory), Programming (Mathematics)
Publication Title
Technical Memorandums from the Department of Operations, School of Management, Case Western Reserve University
Issue
Technical memorandum no. 160
Rights
This work is in the public domain and may be freely downloaded for personal or academic use
Recommended Citation
Fricks, Robert E., "A Research Bibliography on "Two-Stage" Probabilistic Programming 1964-1969" (1969). Research Reports from the Department of Operations. 480.
https://commons.case.edu/wsom-ops-reports/480