On the expected value of stochastic linear programs and (dynamic) network flow problems (Q579134)
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scientific article; zbMATH DE number 4014458
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| English | On the expected value of stochastic linear programs and (dynamic) network flow problems |
scientific article; zbMATH DE number 4014458 |
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On the expected value of stochastic linear programs and (dynamic) network flow problems (English)
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1987
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The authors introduce some bounds for the mathematical expectation of the objective functions of stochastic linear programming and network flow problems. To get these bounds they study the Jensen inequality. The case of dynamic network flow problems is presented separately.
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evaluation planning
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stochastic linear programming
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network flow
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Jensen inequality
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0.9022202
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0.88827103
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0.88545084
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0.8843012
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0.8838882
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0.8833008
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0.8787772
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