ISSN:
1436-4646
Keywords:
Economic Interpretation
;
Mathematical Programming
;
Duality
;
Stochastic Programming
Source:
Springer Online Journal Archives 1860-2000
Topics:
Computer Science
,
Mathematics
Notes:
Abstract The purpose of this note is to interpret a class of stochastic programming problems in economic terms. The primal stochastic program is shown to represent a certain production program of an entrepreneur. The dual program, which is also a stochastic program, represents the problem of a contractor who desires to purchase the entrepreneur's resources and sell product back to him.
Type of Medium:
Electronic Resource
URL:
http://dx.doi.org/10.1007/BF01588297
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