On Some Theorems of Stochastic Linear Programming with Applications

摘要: A linear programming problem is said to be stochastic if one or more of the coefficients in objective function system constraints resource availabilities known only by its probability distribution. Various approaches are available this case, which may classified into three broad types: ‘chance constrained programming’, ‘two-stage under uncertainty’ and ‘stochastic programming’. For problems programming’ a distinction usually made between two related programming, passive active approach respectively. In statistical distribution optimum value estimated either exactly approximately numerical methods decision rules based on different characteristics approach, new set variables introduced indicate proportions dif...