PROGRAMMING UNDER UNCERTAINTY WITH DISCRETE D. F.,
CALIFORNIA UNIV BERKELEY OPERATIONS RESEARCH CENTER
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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.