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Refining bounds for stochastic linear programs with linearly transformed independent random variables

dc.contributor.authorBirge, John R.en_US
dc.contributor.authorWallace, Stein W.en_US
dc.date.accessioned2006-04-07T19:28:54Z
dc.date.available2006-04-07T19:28:54Z
dc.date.issued1986-07en_US
dc.identifier.citationBirge, John R., Wallace, Stein W. (1986/07)."Refining bounds for stochastic linear programs with linearly transformed independent random variables." Operations Research Letters 5(2): 73-77. <http://hdl.handle.net/2027.42/26111>en_US
dc.identifier.urihttp://www.sciencedirect.com/science/article/B6V8M-48N552P-8P/2/b6c5b70918b6a1e560fbe5758e146325en_US
dc.identifier.urihttps://hdl.handle.net/2027.42/26111
dc.description.abstractA linear stochastic program where the right-hand side elements are linear transformations of independent stochastic variables is considered. We show how bounds on the recouse (second-stage) problem can be found by working directly on the independent stochastic variables instead of the right-hand side elements.en_US
dc.format.extent399415 bytes
dc.format.extent3118 bytes
dc.format.mimetypeapplication/pdf
dc.format.mimetypetext/plain
dc.language.isoen_US
dc.publisherElsevieren_US
dc.titleRefining bounds for stochastic linear programs with linearly transformed independent random variablesen_US
dc.typeArticleen_US
dc.rights.robotsIndexNoFollowen_US
dc.subject.hlbsecondlevelMathematicsen_US
dc.subject.hlbtoplevelScienceen_US
dc.description.peerreviewedPeer Revieweden_US
dc.contributor.affiliationumDepartment of Industrial and Operations Engineering, University of Michigan, Ann Arbor, MI 48109, USAen_US
dc.contributor.affiliationotherChr. Michelsen Institute, N-5036 FANTOFT, Bergen, Norwayen_US
dc.description.bitstreamurlhttp://deepblue.lib.umich.edu/bitstream/2027.42/26111/1/0000187.pdfen_US
dc.identifier.doihttp://dx.doi.org/10.1016/0167-6377(86)90106-9en_US
dc.identifier.sourceOperations Research Lettersen_US
dc.owningcollnameInterdisciplinary and Peer-Reviewed


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