Accession Number : AD0621569

Title :   PROGRAMMING UNDER UNCERTAINTY: THE SOLUTION SET.

Descriptive Note : Mathematical note,

Corporate Author : BOEING SCIENTIFIC RESEARCH LABS SEATTLE WASH MATHEMATICS RESEARCH LAB

Personal Author(s) : Wets,Roger

Report Date : AUG 1965

Pagination or Media Count : 19

Abstract : In a previous paper (AD-612 896), the author described and characterized the equivalent convex program of a twostage linear program under uncertainty. It was proven that the solution set of a linear program under uncertainty is convex and derived explicit expressions for this set for some particular cases. The main result of this paper is to show that the solution set is not only convex but also polyhedral. It is also shown that the equivalent convex program of a multi-stage programming under uncertainty problem is of the form: Minimize a convex function subject to linear constraints. (Author)

Descriptors :   (*LINEAR PROGRAMMING, PROBABILITY), (*PROBABILITY, LINEAR PROGRAMMING), (*CONVEX SETS, LINEAR PROGRAMMING), DECISION THEORY, STATISTICAL FUNCTIONS, MATRICES(MATHEMATICS)

Distribution Statement : APPROVED FOR PUBLIC RELEASE