Perturbation analysis of linear programming problems with random parameters

DOI10.1016/0305-0548(94)90054-XzbMath0808.90101OpenAlexW2033080999MaRDI QIDQ1318521

Mohammed Ettouney, Elsayed A. Elsayed

Publication date: 15 March 1995

Published in: Computers \& Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0305-0548(94)90054-x

zbMATH Keywords

Taylor serieslinear programming recursive equations

Mathematics Subject Classification ID

Large-scale problems in mathematical programming (90C06) Stochastic programming (90C15)

Cites Work

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• Boundary element methods in probabilistic structural analysis (PBEM)
• Linear Programming under Uncertainty
• Solving stochastic programs with simple recourse
• An alternating method for stochastic linear programming with simple recourse
• Dual method for the solution of a one-stage stochastic programming problem with random RHS obeying a discrete probability distribution

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