search query: @author Sen, S. / total: 9
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| Author: | Sen, S. Higle, J. |
| Title: | An introductory tutorial on stochastic linear programming models |
| Journal: | Interfaces
1999 : MAR-APR, VOL. 29:2, p. 33-61 |
| Index terms: | MANAGEMENT SCIENCE STOCHASTIC PROGRAMMING LINEAR MODELS |
| Language: | eng |
| Abstract: | Linear programming is a fundamental planning tool. It is often difficult to precisely estimate or forecast certain critical data elements of the linear program. In such cases, it is necessary to address the impact of uncertainty during the planning process. The authors discuss a variety of LP-based models that can be used for planning under uncertainty. In all cases, they begin with a deterministic LP model and show how it can be adapted to include the impact of uncertainty. |
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