Perturbation analysis of linear programming problems with random parameters

DOI10.1016/0305-0548(94)90054-XMaRDI QIDQ1318521zbMATH OpenOpenAlexFDO

Authors Mohammed Ettouney, Elsayed A. Elsayed

Publication date 15 March 1995

Published in Computers \& Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0305-0548(94)90054-x

zbMATH Keywords

Taylor serieslinear programming recursive equations

Mathematics Subject Classification ID

Large-scale problems in mathematical programming (90C06) Stochastic programming (90C15)

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Cites work

• scientific article; zbMATH DE number 3115465 (Why is no real title available?)
• scientific article; zbMATH DE number 3105629 (Why is no real title available?)
• An alternating method for stochastic linear programming with simple recourse
• Boundary element methods in probabilistic structural analysis (PBEM)
• Dual method for the solution of a one-stage stochastic programming problem with random RHS obeying a discrete probability distribution
• Linear programming under uncertainty
• Solving stochastic programs with simple recourse

Cited in

(2)

• SOFTWARE SECTION—RANDMOD: A System for Randomizing Modifications to an Instance of a Linear Program
• Some perturbation theory for linear programming

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