Accession Number : AD0660054

Title :   STOCHASTIC PROGRAMS WITH RECOURSE: SPECIAL FORMS,

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

Personal Author(s) : Walkup,David W. ; Wets,Roger J.-B.

Report Date : AUG 1967

Pagination or Media Count : 38

Abstract : This paper is a sequel to AD-637 139 in which stochastic programs with recourse were formulated as a generalization of the two-stage programming under uncertainty model, and some of the theoretical properties of stochastic programs with recourse were developed. In this paper some special forms of stochastic programs with recourse are considered, which, because they are less general, may prove to be more amenable to computational solution. It is also shown that certain problems studied by other authors, including the active approach of G. Tintner and the conditional probability model of chance constrained programming treated by A. Charnes and M. Kirby, can be represented as stochastic programs with recourse. (Author)

Descriptors :   (*STOCHASTIC PROCESSES, *MATHEMATICAL PROGRAMMING), RANDOM VARIABLES, DISTRIBUTION FUNCTIONS, LINEAR PROGRAMMING, SET THEORY, THEOREMS, UNCERTAINTY

Subject Categories : Operations Research

Distribution Statement : APPROVED FOR PUBLIC RELEASE