一类随机线性规划的解法及其实现

Algorithm for One Kind of Stochastic Linear Programs and Its Realization

本文讨论了在生产决策中产生的一类随机线性规划——目标参数为离散随机变量的随机线性规划的解法,定义了条件最优解,给出了求解框图,并在微型计算机上进行了实际计算。

The algorithm of one kind of stochastic linear programs developed in production decision, which objective parameters are discrete random variables, is studied in this paper. Conditionally optimal solution is introduced. The diagram of this algorithm is presented. Several examples are computed on computers.