Accession Number : AD0605499

Title :   PROGRAMMING UNDER UNCERTAINTY WITH DISCRETE D. F.,

Corporate Author : CALIFORNIA UNIV BERKELEY OPERATIONS RESEARCH CENTER

Personal Author(s) : El-Agizy,Mostafa

Report Date : 22 JUL 1964

Pagination or Media Count : 1

Abstract : Many realistic situations can be represented by the two-stage 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 production-inventory 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 production-inventory 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