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http://hdl.handle.net/11718/8077| Title: | On wait-and-see stochastic linear programmes: an application and an algorithm |
| Authors: | Patel, Nitin R. |
| Issue Date: | 27-Aug-1980 |
| Citation: | Journal of the Operational Research Society, 1980, 31,6 |
| Abstract: | This paper develops a computational algorithm for estimating the mean objective function value of a stochastic linear programming problem of the passive or wait-and-see type. The algorithm is applied to a problem connected with design of a milk-grid in India and is found to be computationally effective in that case. It is most likely to be useful in the case of fairly large LP problems with a few (< 10) stochastic right hand. |
| URI: | http://hdl.handle.net/11718/8077 |
| Appears in Collections: | Journal Articles |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| Onwait-and-seestochasticlinearprogrammes.pdf Restricted Access | 366.53 kB | Adobe PDF | View/Open Request a copy |
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