In this paper we provide computational procedures for solving stochastic programs with network recourse. Special attention is paid to the feasibility problem, and we show how to solve the recourse or second stage problem. This problem is how to solve a large number of networks where the only differe
On a stochastic program with simple recourse
β Scribed by Wei Shen Hsia
- Publisher
- Elsevier Science
- Year
- 1977
- Tongue
- English
- Weight
- 337 KB
- Volume
- 58
- Category
- Article
- ISSN
- 0022-247X
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π SIMILAR VOLUMES
We consider here stochastic linear programs with simple recourse when all the elements of the technology matrix and the resource vector have certain specific distributions. The distributions considered are the Normal, Exponential and Erlang. For the first two instances we extend the equivalent deter
We apply the techniques of response surface methodology (RSM) to approximate the objective function of a two-stage stochastic linear program with recourse. In particular, the objective function is estimated, in the region of optimality, by a quadratic function of the firststage decision variables. T
## Abstract In this article, a mixed integer bilevel problem having a probabilistic knapsack constraint in the first level is proposed. The problem formulation is mainly motivated by practical pricing and service provision problems as it can be interpreted as a model for the interaction between a s