On wait - and - see stochastic linear programs: an application and an algorithm by Nitin R. Patel (Working Paper, No. 1977/164) Patel, Nitin R.

By: Patel, Nitin R
Material type: TextTextPublisher: Ahmedabad Indian Institute of Management 1977Description: 25 p.Subject(s): Stochastic Programming | Linear Programming | AlgorithmsDDC classification: WP 1977 (164) Summary: This paper develop a computational algorithm for estimating the mean objective function value of a stochastic linear programming problem of the passive or wait-and-see type. The algorithm is applied to a problem connected with design of a 'milk-grid' in India and is found to be computationally effective in that case. It is most likely to be useful in the case of fairly large LP problems with a few stochastic right hand side variables.
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Working Paper Vikram Sarabhai Library
WP 1977 (164) (Browse shelf) Available WP000164

This paper develop a computational algorithm for estimating the mean objective function value of a stochastic linear programming problem of the passive or wait-and-see type. The algorithm is applied to a problem connected with design of a 'milk-grid' in India and is found to be computationally effective in that case. It is most likely to be useful in the case of fairly large LP problems with a few stochastic right hand side variables.

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