On wait - and - see stochastic linear programs: an application and an algorithm

dc.contributor.author	Patel, Nitin R.
dc.date.accessioned	2010-03-12T09:18:41Z
dc.date.available	2010-03-12T09:18:41Z
dc.date.copyright	1977-06
dc.date.issued	2010-03-12T09:18:41Z
dc.identifier.uri	http://hdl.handle.net/11718/862
dc.description.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.	en
dc.language.iso	en	en
dc.relation.ispartofseries	WP;1977/164
dc.subject	Stochastic Programming	en
dc.subject	Linear Programming	en
dc.subject	Algorithms	en
dc.title	On wait - and - see stochastic linear programs: an application and an algorithm	en
dc.type	Working Paper	en