| Article ID: | iaor19941614 |
| Country: | United Kingdom |
| Volume: | 21 |
| Issue: | 1 |
| Start Page Number: | 11 |
| End Page Number: | 17 |
| Publication Date: | Jan 1994 |
| Journal: | Computers and Operations Research |
| Authors: | Gass Saul I., Bryson Noel A. |
| Keywords: | stochastic linear programme |
This paper shows how the large-scale discrete version of the stochastic linear-programming problem with simple resourse can be transformed into a sequence of problems with greatly reduced dimensions for ready solution by the primal-dual approach of the dualplex method. Algorithmic details and initial computational results are discussed.