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

DOI10.1016/0377-2217(87)90244-XzbMATH Open0624.90077MaRDI QIDQ579134FDOQ579134

Authors: Ulrich Fincke, Horst W. Hamacher 

Publication date: 1987

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

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zbMATH Keywords

network flowJensen inequalityevaluation planningstochastic linear programming

Mathematics Subject Classification ID

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

Cites Work

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