Probability density function of a stochastic linear programming problem

Wei Shen Hsia

Naval Research Logistics Quarterly, 1977, vol. 24, issue 3, 417-424

Abstract: A stochastic linear programming problem under the “wait‐and‐see” situation is studied. After the conditions for the interchange of the order of integration and differentiation are surveyed, an explicit form of the probability density function of the stochastic linear programming problem is found. An example is also given to illustrate the result.

Date: 1977
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https://doi.org/10.1002/nav.3800240304

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Persistent link: https://EconPapers.repec.org/RePEc:wly:navlog:v:24:y:1977:i:3:p:417-424

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