Solving discrete stochastic linear programs with simple recourse by the dualplex algorithm

Stochastic linear programs with simple r

Stochastic linear programs with simple recourse: The equivalent deterministic convex program for the normal, exponential, and erlang cases

✍ Behram J. Hansotia 📂 Article 📅 1980 🏛 John Wiley and Sons 🌐 English ⚖ 579 KB

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