Programming under uncertainty: The complete problem |
| |
| Authors: | Roger Wets |
| |
| Affiliation: | 1. Mathematics Research Laboratory Boeing Scientific Research Laboratories, POB 3981, 98124, Seattle, Washington, USA
|
| |
| Abstract: | We define the complete problem of a two-stage linear programming under uncertainty, to be: $$begin{gathered} Minimize z(x) = E_xi { cx + q^ + y^ + + q^ - y^ - } hfill subject to Ax = b hfill Tx + Iy^ + + Iy^ - = xi hfill x geqq 0,y^ + geqq 0,y^ - geqq 0 hfill end{gathered} $$ |
| |
| Keywords: | |
| 本文献已被 SpringerLink 等数据库收录！ |
|
