Stochastic programming: equivalent deterministic model and its implementation in the software environment R
In this work we have developed and implemented in the software R aspecific algorithm for solving certain linear stochastic systems. We obtain thesolution of the equivalent deterministic resulting problem by using probabilisticinequalities. To solve the deterministic problems we have used the lpSolve...
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| Autores principales: | , |
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| Formato: | Artículo revista |
| Lenguaje: | Español |
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Escuela de Perfeccionamiento en Investigación Operativa
2018
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| Acceso en línea: | https://revistas.unc.edu.ar/index.php/epio/article/view/20340 |
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| Sumario: | In this work we have developed and implemented in the software R aspecific algorithm for solving certain linear stochastic systems. We obtain thesolution of the equivalent deterministic resulting problem by using probabilisticinequalities. To solve the deterministic problems we have used the lpSolver. Theprocess is completely automatised, and we provide an extensive graphicsupport. |
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