Stochastic goal programming (Q1969540)
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scientific article; zbMATH DE number 1416549
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic goal programming |
scientific article; zbMATH DE number 1416549 |
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Stochastic goal programming (English)
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29 May 2000
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The authors extend the \(L_1\) type of linear goal programming problem to the case of random targets. They notice that the resulting problem is a stochastic linear program with simple recourse and random right-hand sides. This means, however, that its theoretical properties are well known and their proofs are superfluous.
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value of information
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random targets
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stochastic linear program
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simple recourse
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