Abstract
The stochastic generalized transportation problem (SGTP) is a stochastic program with simple recourse where the master problem is a generalized transportation problem. The graph corresponding to an optimal solution of an SGTP can be characterized as an A-forest: each of its connected subgraphs is either a tree or a one-loop tree. The author proposes a finitely convergent method to solve the SGTP. The iteration techniques constitute some modifications of those for the forest iteration method for solving the stochastic transportation problem, which was given in a previous paper. A numerical example is also presented.
| Original language | English |
|---|---|
| Pages (from-to) | 1-21 |
| Number of pages | 21 |
| Journal | Mathematics of Operations Research |
| Volume | 12 |
| Issue number | 1 |
| DOIs | |
| Publication status | Published - 1 Jan 1987 |
| Externally published | Yes |
ASJC Scopus subject areas
- General Mathematics
- Computer Science Applications
- Management Science and Operations Research