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A stochastic programming model. (English) Zbl 0125.09601

Author’s summary: In this paper we propose a stochastic programming model which considers the distribution of an objective function and probabilistic constraints. Applying it to a transportation type problem, we derive a nonlinear programming problem constrained by linear inequalities and show that it can be solved by interaction of linear programming.

MSC:

90C15 Stochastic programming
90C08 Special problems of linear programming (transportation, multi-index, data envelopment analysis, etc.)
90C30 Nonlinear programming
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