An experimental sequential solution procedure to stochastic linear programming problems with 0–1 variables

DOI10.1080/00207728408926625zbMath0544.90083OpenAlexW2031417225MaRDI QIDQ3335534

Reuven R. Levary

Publication date: 1984

Published in: International Journal of Systems Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207728408926625

zbMATH Keywords

stochastic linear programmingsequential solution procedure

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Linear programming (90C05) Stochastic programming (90C15) Boolean programming (90C09)

Cites Work

• Chance-Constrained Programming
• Budget Constrained Optimization of Simulation Models via Estimation of Their Response Surfaces
• The Probability Distribution Function of the Optimum of a 0-1 Linear Program with Randomly Distributed Coefficients of the Objective Function and the Right-Hand Side
• Heuristic 0-1 Linear Programming: An Experimental Comparison of Three Methods
• An experimental solution of the general stochastic programming problem
• A New Model for Stochastic Linear Programming

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