PROGRAMMING UNDER UNCERTAINTY: THE SOLUTION SET.

Abstract

In a previous paper (AD-612 896), the author described and characterized the equivalent convex program of a twostage linear program under uncertainty. It was proven that the solution set of a linear program under uncertainty is convex and derived explicit expressions for this set for some particular cases. The main result of this paper is to show that the solution set is not only convex but also polyhedral. It is also shown that the equivalent convex program of a multi-stage programming under uncertainty problem is of the form: Minimize a convex function subject to linear constraints. (Author)

Document Details

Document Type
Technical Report
Publication Date
Aug 01, 1965
Accession Number
AD0621569

Entities

People

  • Roger J-B Wets

Organizations

  • Boeing

Tags

DTIC Thesaurus Topics

  • Applied Mathematics
  • Computer Programming
  • Computing-Related Activities
  • Convex Programming
  • Functions (Mathematics)
  • Interdisciplinary Science
  • Linear Programming
  • Mathematical Programming
  • Mathematics
  • Uncertainty

Fields of Study

  • Mathematics

Readers

  • Adaptive Control and Estimation with Uncertainty in Dynamic Systems.
  • Operations Research