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http://hdl.handle.net/11718/862| Title: | On wait - and - see stochastic linear programs: an application and an algorithm |
| Authors: | Patel, Nitin R. |
| Keywords: | Stochastic Programming;Linear Programming;Algorithms |
| Issue Date: | 12-Mar-2010 |
| Series/Report no.: | WP;1977/164 |
| Abstract: | This paper develope 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 stochastic right hand side variables. |
| URI: | http://hdl.handle.net/11718/862 |
| Appears in Collections: | Working Papers |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| WP 1977_164.pdf | 531.67 kB | Adobe PDF | View/Open |
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