On the Probability Distribution of the Optimum of a Random Linear Program

DOI10.1137/0304020MaRDI QIDQ5519708zbMATH OpenOpenAlexFDO

Authors András Prékopa

Publication date 1966

Published in SIAM Journal on Control (Search for Journal in Brave)

Full work available at URL https://semanticscholar.org/paper/dbe01ecaba1eddecffd0f87bee9857379470ccc8

zbMATH Keywords

operations research

Cited in

(13)

• The linear complementarity problem with a parametric input
• Monte Carlo simulation for analysis of the optimum value distribution in stochastic mathematical programs
• Challenges in stochastic programming
• Limit laws for empirical optimal solutions in random linear programs
• Global sensitivity analysis via a statistical tolerance approach
• Single commodity stochastic network design under probabilistic constraint with discrete random variables
• Bounds on the value of information in uncertain decision problems II
• The numerical probabilistic analysis of optimization problems hydropower
• Efficiency measurement in stochastic input-output systems†
• Sensitivity analysis methods for a crop-mix problem in linear programming
• Laws of large numbers for random linear programs
• Nota sobre programacion lineal estocastica: Evolucion y estado actual. (I)
• A distribution map for the one-median location problem on a network

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