Stochastic programming: equivalent deterministic model and its implementation in the software environment R
Keywords:
stochastic programming, software R, lpSolverAbstract
In this work we have developed and implemented in the software R a
specific algorithm for solving certain linear stochastic systems. We obtain the
solution of the equivalent deterministic resulting problem by using probabilistic
inequalities. To solve the deterministic problems we have used the lpSolver. The
process is completely automatised, and we provide an extensive graphic
support.
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References
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