LINEAR PROGRAMMING UNDER UNCERTAINTY

Abstract

A complete computation procedure is given for a special class of two- stage linear programming models in which allocations in the first stage are made to meet an uncertain but known distribution of demands occurring in the second stage. This case, applicable to many practical problems constitutes the principal part of the paper. Next, a class of models is considered where the activities are divided into two or more stages. The quantities of activities in the first stage are the only ones that can be determined in advance because those in the second and latter stages depend on the outcome of random events. Theorems on convexity of the objective (cost) functions are established for the general m-stage case.

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Document Details

Document Type
Technical Report
Publication Date
Mar 08, 1955
Accession Number
AD0604612

Entities

People

  • George Bernard Dantzig

Organizations

  • RAND Corporation

Tags

DTIC Thesaurus Topics

  • Computer Programming
  • Equations
  • Linear Programming
  • Microfiche
  • Probability
  • Probability Distributions
  • Random Variables
  • Shipping
  • Standards
  • Step Functions
  • Uncertainty

Fields of Study

  • Mathematics

Readers

  • Adaptive Control and Estimation with Uncertainty in Dynamic Systems.
  • Mathematical Modeling and Probability Theory.
  • Theoretical Analysis.