Accession Number:

AD0605499

Title:

PROGRAMMING UNDER UNCERTAINTY WITH DISCRETE D. F.,

Descriptive Note:

Corporate Author:

CALIFORNIA UNIV BERKELEY OPERATIONS RESEARCH CENTER

Personal Author(s):

Report Date:

1964-07-22

Pagination or Media Count:

1.0

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.

Subject Categories:

Distribution Statement:

APPROVED FOR PUBLIC RELEASE