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Stochastic programming:potential hazards when random variables reflect market interaction

Haugen, Kjetil K and Wallace, Stein W (2006) Stochastic programming:potential hazards when random variables reflect market interaction. Annals of Operations Research, 142 (1). pp. 121-127. ISSN 0254-5330

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Item Type: Article
Journal or Publication Title: Annals of Operations Research
Uncontrolled Keywords: Stochastic programming ; Game theory ; Markets
Subjects:
Departments: Lancaster University Management School > Management Science
ID Code: 45396
Deposited By: ep_importer_pure
Deposited On: 11 Jul 2011 19:31
Refereed?: Yes
Published?: Published
Last Modified: 26 Jul 2012 19:16
Identification Number:
URI: http://eprints.lancs.ac.uk/id/eprint/45396

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