PROGRAMMING UNDER UNCERTAINTY: AN EXPERIMENTAL CODE FOR THE COMPLETE PROBLEM,

Abstract

It is very convenient from a computational point of view to assume that the coefficients of a linear programming problem are exactly known. However, the resulting solution can differ widely from the true optimum because some or all of these coefficients may, in fact, be random variables. The 'complete' problem in programming under uncertainty takes into account the possibility of overor under-estimating the requirements and penalizes the over- or under-supply. This paper describes the problem, presents two examples, outlines the mathematical aspects of an algorithm (given in AD-608 990) and finally gives the write-up and the features of an experimental code written for the IBM 7090 or 7094. (Author)

Document Details

Document Type
Technical Report
Publication Date
Dec 01, 1964
Accession Number
AD0611844

Entities

People

  • David Kohler
  • Roger J-B Wets

Organizations

  • Boeing

Tags

DTIC Thesaurus Topics

  • Algorithms
  • Coefficients
  • Computer Programming
  • Contracts
  • Cooperation
  • Heuristic Methods
  • Linear Programming
  • Mathematics
  • Operations Research
  • Random Variables
  • Uncertainty

Fields of Study

  • Computer science
  • Mathematics

Readers

  • Operations Research
  • Technical Research and Report Writing.
  • Theoretical Analysis.