Accession Number:

AD0783025

Title:

Stable Stochastic Linear Programs and Applications.

Descriptive Note:

Technical rept.,

Corporate Author:

STANFORD UNIV CALIF DEPT OF OPERATIONS RESEARCH

Personal Author(s):

Report Date:

1973-11-01

Pagination or Media Count:

30.0

Abstract:

A class of stochastic linear programs termed stable stochastic linear programs defined in terms of convergence of sequences of stochastic linear programs is introduced. A sufficient regularity condition for such stability is given, slightly stronger than the necessary and sufficient condition that a stochastic linear program SLP have optimal value altogether. Applications of this regularity condition to Monte Carlo methods, numerical solution of the distribution problem and two-stage programming are given. Author

Subject Categories:

  • Operations Research

Distribution Statement:

APPROVED FOR PUBLIC RELEASE