Stochastic linear programming method for right-hand sides random vector

DOI10.1080/00207729108910695MaRDI QIDQ3978571zbMATH OpenOpenAlexFDO

Authors Longin Stolc

Publication date 25 June 1992

Published in International Journal of Systems Science. Principles and Applications of Systems and Integration (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00207729108910695

zbMATH Keywords

feasibility measuremeasure of feasibility of the solutionnormal distribution of the solution vectorstochastic linear programmingstochastic right-hand sides

Mathematics Subject Classification ID

Linear programming (90C05) Stochastic programming (90C15)

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Cites work

• scientific article; zbMATH DE number 3169929 (Why is no real title available?)
• scientific article; zbMATH DE number 3177183 (Why is no real title available?)
• scientific article; zbMATH DE number 222081 (Why is no real title available?)
• Solving linear programming problem with non-deterministic constraints using fuzzy numbers arithmetic

Cited in

(6)

• Solving many linear programs that differ only in the right-hand side
• Stochastic programming problems involving Pareto distribution
• An effective heuristic for multistage linear programming with a stochastic right-hand side
• scientific article; zbMATH DE number 4082630 (Why is no real title available?)
• Linear programming in the forecasting of optimal dynamic systems
• Dual method for the solution of a one-stage stochastic programming problem with random RHS obeying a discrete probability distribution

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