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.
ASJC Scopus subject areas
- Computer Science Applications
- Management Science and Operations Research