Linear programming under uncertainty

GB Dantzig�- Management science, 1955 - pubsonline.informs.org
GB Dantzig
Management science, 1955pubsonline.informs.org
The essential character of the general models under consideration is that activities are
divided into two or more stages. The quantities of activities in the first stage are the only ones
that are required to be determined; those in the second (or later) stages can not be
determined in advance since they depend on the earlier stages and the random or uncertain
demands which occur on or before the latter stage. It is important to note that the set of
activities are assumed to be complete in the sense that, whatever be the choice of activities�…
The essential character of the general models under consideration is that activities are divided into two or more stages. The quantities of activities in the first stage are the only ones that are required to be determined; those in the second (or later) stages can not be determined in advance since they depend on the earlier stages and the random or uncertain demands which occur on or before the latter stage. It is important to note that the set of activities are assumed to be complete in the sense that, whatever be the choice of activities in the earlier stages (consistent with the restrictions applicable to their stage), there is a possible choice of activities in the latter stages. In other words it is not possible to get in a position where the programming problem admits of no solution.
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