The value of the stochastic solution in stochastic linear programs with fixed recourse
نویسندگان
چکیده
منابع مشابه
The value of the stochastic solution in stochastic linear programs with fixed recourse
Stochastic linear programs have been rarely used in practical situations largely because of their complexity. In evaluating these problems without finding the exact solution, a common method has been to find bounds on the expected value of perfect information. In this paper, we consider a different method. We present bounds on the value of the stochastic solution, that is, the potential benefit...
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ژورنال
عنوان ژورنال: Mathematical Programming
سال: 1982
ISSN: 0025-5610,1436-4646
DOI: 10.1007/bf01585113