
Accession Number : AD0605499
Title : PROGRAMMING UNDER UNCERTAINTY WITH DISCRETE D. F.,
Corporate Author : CALIFORNIA UNIV BERKELEY OPERATIONS RESEARCH CENTER
Personal Author(s) : ElAgizy,Mostafa
Report Date : 22 JUL 1964
Pagination or Media Count : 1
Abstract : Many realistic situations can be represented by the twostage linear programming problem under uncertainty. Two special cases, that fit in this formulation, are discussed to expose their interesting features: (1) a transportation problem (2) a productioninventory problem. Many other examples are available in the literature. For the stochastic transportation problem it is shown that the corresponding deterministic equivalent program represents a directed network. For the productioninventory problem, since the matrix B = I, the demand constraints disappear in the equivalent program, thus the number of constraints is reduced to a minimum; namely, the fixed constraints.
Descriptors : (*LINEAR PROGRAMMING, STOCHASTIC PROCESSES), (*STOCHASTIC PROCESSES, LINEAR PROGRAMMING), OPTIMIZATION, OPERATIONS RESEARCH, TRANSPORTATION, INVENTORY, PRODUCTION, SCHEDULING, STATISTICAL FUNCTIONS
Distribution Statement : APPROVED FOR PUBLIC RELEASE