New Methods in Mathematical Programming—Methods of Solution of Linear Programs Under Uncertainty
- 1 August 1962
- journal article
- Published by Institute for Operations Research and the Management Sciences (INFORMS) in Operations Research
- Vol. 10 (4) , 463-471
- https://doi.org/10.1287/opre.10.4.463
Abstract
The three most usual methods of reducing the effects of uncertainty in the technology matrix, requirement vector, or cost vector of a linear programming problem are the expected-value solution, the “fat” solution, and the “slack” solution. These methods are explained in some detail, and the relation between these various methods is pointed out.Keywords
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