PROGRAMMING UNDER UNCERTAINTY WITH DISCRETE D. F.,
Abstract
Many realistic situations can be represented by the two-stage linear programming problem under uncertainty. Two special cases, that fit in this formulation, are discussed to expose their interesting features: (1) a transportation problem (2) a production-inventory problem. Many other examples are available in the literature. For the stochastic transportation problem it is shown that the corresponding deterministic equivalent program represents a directed network. For the production-inventory problem, since the matrix B = I, the demand constraints disappear in the equivalent program, thus the number of constraints is reduced to a minimum; namely, the fixed constraints.
Document Details
- Document Type
- Technical Report
- Publication Date
- Jul 22, 1964
- Accession Number
- AD0605499
Entities
People
- Mostafa El-agizy
Organizations
- University of California, Berkeley