Perturbation analysis of linear programming problems with random parameters

DOI10.1016/0305-0548(94)90054-XzbMATH Open0808.90101OpenAlexW2033080999MaRDI QIDQ1318521FDOQ1318521

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

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zbMATH Keywords

Taylor serieslinear programming recursive equations

Mathematics Subject Classification ID

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

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Linear programming under uncertainty
• Dual method for the solution of a one-stage stochastic programming problem with random RHS obeying a discrete probability distribution
• Solving stochastic programs with simple recourse
• An alternating method for stochastic linear programming with simple recourse
• Boundary element methods in probabilistic structural analysis (PBEM)

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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