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Deterministic and stochastic approximating problems with applications to production control

  • Systems Analysis
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Cybernetics and Systems Analysis Aims and scope

Abstract

Improper mathematical programming problems are analyzed and deterministic and stochastic approaches to correcting these problems are suggested. Numerical experiments with test examples are presented. The paper focuses on numerical analysis of improper linear programming problems [1–4], which arise in the context of scarce resources in economics [5]. Parametrization is applied to examine one of the possible approaches to approximation of improper LP problems under deterministic and stochastic conditions. Although the main focus is on improper problems of the 1st kind, we also touch upon some issues connected with improper problems of 2nd and 3rd kind [1]. The analysis of improper LP problems is based on duality theory [2]. Some results specialize the ideas previously presented in [1, 6]. The present paper is a continuation of [4].

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Translated from Kibernetika i Sistemnyi Analiz, No. 3, pp. 114–125, May–June, 1992.

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Mirzoakhmedov, F., Mosheev, L.I. Deterministic and stochastic approximating problems with applications to production control. Cybern Syst Anal 28, 422–431 (1992). https://doi.org/10.1007/BF01125422

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