A surrogate for linear programs with random requirements (Q1097171)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A surrogate for linear programs with random requirements |
scientific article |
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A surrogate for linear programs with random requirements (English)
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1988
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An approach to linear programs with random requirements is suggested. The procedure involves choosing actions which minimize the expected value of a certain loss function. These actions are then taken as goals, and optimal values of the decision variables are found by solving a simple linear goal programming problem.
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linear programs with random requirements
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linear goal programming
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