Expected Objective Value of a Stochastic Linear Program and the Degree of Uncertainty of Parameters

DOI10.1287/mnsc.21.3.291zbMath0342.90049OpenAlexW2011894175MaRDI QIDQ4110813

Hiroyuki Itami

Publication date: 1974

Published in: Management Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/mnsc.21.3.291

Mathematics Subject Classification ID

Stochastic programming (90C15)

Related Items (4)

Monte Carlo simulation for analysis of the optimum value distribution in stochastic mathematical programs ⋮ Objective function bounds for the inexact linear programming problem with generalized cost coefficients ⋮ Nonnormal deterministic equivalents and a transformation in stochastic mathematical programming ⋮ Bounds on the value of information in uncertain decision problems II

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