On the expected value of stochastic linear programs and (dynamic) network flow problems

DOI10.1016/0377-2217(87)90244-XMaRDI QIDQ579134zbMATH OpenFDO

Authors Ulrich Fincke, Horst W. Hamacher

Publication date 1987

Published in European Journal of Operational Research (Search for Journal in Brave)

zbMATH Keywords

network flowJensen inequalityevaluation planningstochastic linear programming

Mathematics Subject Classification ID

Deterministic network models in operations research (90B10) Stochastic programming (90C15)

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• A time expanded matroid algorithm for finding optimal dynamic matroid intersections

Cited in

(2)

• Bounds On The Expected Maximal Value Of A Class Of Stochastic Network Problems
• Stochastic Bounds on Distributions of Optimal Value Functions with Applications to PERT, Network Flows and Reliability

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