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Laws of large numbers for random linear programs

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    H. W. Kuhn andR. E. Quandt, An experimental study of the simplex method,Proc. Symp. Appl. Math. 15 (1963), 107–124.

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    M. Loève,Probability Theory, Van Nostrand, New York, 1955.

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    A. Prékopa, On the probability distribution of the optimum of a random linear program,SIAM J. Control 4 (1966), 211–222.

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Prékopa, A. Laws of large numbers for random linear programs. Math. Systems Theory 6, 277–288 (1972). https://doi.org/10.1007/BF01740719

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Keywords

  • Computational Mathematic
  • Random Linear Program