IDEAS home Printed from https://ideas.repec.org/a/inm/ormnsc/v15y1968i1p72-79.html
   My bibliography  Save this article

Discrete Stochastic Programming

Author

Listed:
  • K. D. Cocks

    (University of California, Davis)

Abstract

A method is presented for solving linear programming problems where (any number of) the functional, restraint, and input-output coefficients are subject to discrete; probability distributions. The objective function is formulated in terms of variance and/or expectation. The procedure involves the simultaneous generation of all (mutually exclusive) possible outcomes and hence the transference of all variability into the objective function of a very much enlarged linear program.

Suggested Citation

  • K. D. Cocks, 1968. "Discrete Stochastic Programming," Management Science, INFORMS, vol. 15(1), pages 72-79, September.
  • Handle: RePEc:inm:ormnsc:v:15:y:1968:i:1:p:72-79
    as

    Download full text from publisher

    File URL: http://dx.doi.org/10.1287/mnsc.15.1.72
    Download Restriction: no

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:inm:ormnsc:v:15:y:1968:i:1:p:72-79. See general information about how to correct material in RePEc.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Mirko Janc). General contact details of provider: http://edirc.repec.org/data/inforea.html .

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service hosted by the Research Division of the Federal Reserve Bank of St. Louis . RePEc uses bibliographic data supplied by the respective publishers.