Accession Number : AD0693159

Title :   SOLUTION PROCEDURES FOR MULTI-STAGE LINEAR PROGRAMMING UNDER UNCERTAINTY AND APPLICATIONS.

Descriptive Note : Research rept.,

Corporate Author : CARNEGIE-MELLON UNIV PITTSBURGH PA MANAGEMENT SCIENCES RESEARCH GROUP

Personal Author(s) : Jagannathan,Rajagopalan

Report Date : 19 MAY 1969

Pagination or Media Count : 121

Abstract : In considering linear programming with stochastic parameters it is necessary to distinguish two types of models; first, the static model, for which only one decision has to be made and second, the dynamic models which involve sequential decision-making. A majority of the LP formulations that occur in applications are, at least in principle, sequential in nature and involve parameters that are known with certainty. One of the primary objectives of the dissertation is to define a class of what we call Dynamic Linear Programming Under Uncertainty models and to provide a theoretical framework for developing algorithms for solving such problems. (Author)

Descriptors :   (*LINEAR PROGRAMMING, ALGORITHMS), UNCERTAINTY, STOCHASTIC PROCESSES, MATHEMATICAL MODELS, DECISION MAKING, SEQUENTIAL ANALYSIS, MANAGEMENT ENGINEERING, BUDGETS, INVENTORY ANALYSIS, THESES

Subject Categories : Operations Research

Distribution Statement : APPROVED FOR PUBLIC RELEASE