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On the stability of solutions under error in stochastic linear programming

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References

  1. Sengupta, J. K., G. Tintner andC. Millham: “On some theorems of stochastic linear programming with applications,” Management Science, vol. 10, 1963.

  2. Charnes, A. andW. W. Cooper: “Chance-constrained Programming,” Management Science, vol. 6, 1959.

  3. Madansky, A.: “Methods of solution of linear programs under uncertainty,” Operations Research, vol. 10, 1962.

  4. Barnett, S.: “Stability of the solution to a linear programming problem,” Operations Research Quarterly, vol. 13, September 1962.

  5. Tintner, G., J. K. Sengupta andC. Millham: “A weak duality theorem for stochastic linear programming,” Unternehmensforschung, vol. 7, 1963.

  6. Saaty, T. L.: “Coefficient perturbation of a constrained extremum,” Operations Research, vol. 7, 1959.

  7. Kelley, J. E.: “Parametric programming and the primal-dual algorithm,” Operations Research, vol. 7, 1959.

  8. Shetty, C. M.: “On analyses of solution to a linear programming problem,” Operations Research Quarterly, vol. 12, 1961.

  9. Sengupta, J. K.: “On the stability of truncated solutions of stochastic linear programming,” (mimeo.), December 1963.

  10. Babbar, M. M.: “Distribution of solutions of a set of linear equations with applications to linear programming,” Journal of the American Stat. Assoc., vol. 50, 1955.

  11. ---: Statistical approach in planning production programs for interdependent activities. Unpublished Ph. D. dissertation, Iowa State University, Ames, 1953.

  12. Tintner, G.: “Stochastic linear programming with applications to agricultural economics,” Second Symposium in Linear Programming, Washington, D. C., National Bureau of Standards, vol. 1, 1955.

  13. Sengupta, J. K. andT. K. Kumar: “An application of sensitivity analysis to a linear programming problem,” (sent for publication).

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Authors and Affiliations

  1. Department of Economics and Sociology Iowa State University Ames, 50010, Iowa, U.S.A.

    J. K. Sengupta, C. Millham & G. Tintner

Authors
  1. J. K. Sengupta
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  2. C. Millham
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  3. G. Tintner
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Additional information

Research work of the first author has been partly supported by the NSF Project Number 420-04-70 at the Department of Economics, Iowa State University. Some of the aspects related indirectly to this paper may be found in the following references.

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Sengupta, J.K., Millham, C. & Tintner, G. On the stability of solutions under error in stochastic linear programming. Metrika 9, 47–60 (1965). https://doi.org/10.1007/BF02614170

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  • DOI: https://doi.org/10.1007/BF02614170

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