
Accession Number : ADA308904
Title : Response Surface Analysis of TwoStage Stochastic Linear Programming with Recourse.
Descriptive Note : Doctoral thesis,
Corporate Author : AIR FORCE INST OF TECH WRIGHTPATTERSON AFB OH
Personal Author(s) : Bailey, Thomas G.
PDF Url : ADA308904
Report Date : 23 OCT 1995
Pagination or Media Count : 263
Abstract : This research investigates a special class of stochastic linear programs known as twostage stochastic linear programming with relatively complete and fixed recourse. These models characterize a twophase process where the first stage decision (itself subject to a separate set of firststage linear constraints) allocates a set of resources to the secondstage linear program prior to the realization of random variables affecting secondstage resource availability. Since the secondstage decision deterministically follows both firststage allocation and random variable realization, the firststage variables constitute the only true decision. The expected cost of the twostage recourse problem is also a piecewise convex function of the firststage decision variables, thus allowing a global optimal solution that minimizes the total expected cost.
Descriptors : *SURFACE ANALYSIS, *STOCHASTIC PROCESSES, *LINEAR PROGRAMMING, GLOBAL, OPTIMIZATION, DECISION MAKING, RANDOM VARIABLES, MATHEMATICAL PROGRAMMING, COSTS, AVAILABILITY, SOLUTIONS(GENERAL), RESPONSE, RESOURCES, TWO PHASE FLOW, CONVEX BODIES.
Subject Categories : Statistics and Probability
Operations Research
Distribution Statement : APPROVED FOR PUBLIC RELEASE