A weak duality theorem for stochastic linear programming.
Gerhard TintnerCharles MillhamJati K. SenguptaPublished in: Unternehmensforschung (1963)
Keyphrases
- linear programming
- linear program
- feasible solution
- optimal solution
- np hard
- primal dual
- semidefinite programming
- linear programming problems
- objective function
- nonlinear programming
- integer programming
- dynamic programming
- stochastic optimization
- simplex algorithm
- column generation
- quadratic programming
- network flow
- stochastic programming
- stochastic process
- probabilistic model
- von neumann
- interior point methods
- monte carlo
- relational databases
- neural network
- evolutionary algorithm
- digital topology
- stochastic nature