Time Series in Linear Programs with Random Right-Hand Sides

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http://eprints.org/relation/isVersionOf https://pure.iiasa.ac.at/id/document/2892 http://eprints.org/relation/isVolatileVersionOf https://pure.iiasa.ac.at/id/document/2892 http://eprints.org/relation/isCoversheetVersionOf https://pure.iiasa.ac.at/id/document/2892 archive 351 disk0/00/00/28/38 2016-01-15 01:57:04 2021-08-27 17:12:43 2016-01-15 01:57:04 monograph show 2 Cipra T. AL0570 Time Series in Linear Programs with Random Right-Hand Sides pub iis_met prog_ado Linear programs such that the right-hand sides of their restrictions have the form of multivariate time series may be useful in practical applications. Behavior of the processes formed by the optimal values of the corresponding objective functions is investigated in the following cases: the right-hand side process is (i) a normal white noise; (ii) a normal white noise with a linear trend; (iii) a normal random walk. Some basic probability characteristics of such processes are calculated explicitly. 1986-05 published WP-86-021 WP-86-021 10 1814 public working_paper IIASA, Laxenburg, Austria 26 FALSE info:eu-repo/semantics/book