Stochastic linear programming/toy example

Jan
30 Sep 2018
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Mise à jour 30 Sep 2018
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I'm looking for a toy example of stochastic linear programming problem. Say A is a 2 by 3 matrix and omega consists of 3 events with probabilities {2/3,1/6,1/6}. I wanna to solve and see the code for the correspodning instance of SLP problem.

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Jan
Jan
le 30 Sep 2018

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John D'Errico
John D'Errico
le 30 Sep 2018

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