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We consider a linear programming problem with random a ij and b i elements that have known (finite) mean and variance, but whose distribution functions are otherwise unspecified. A minimax solution of the stochastic programming model is obtained by solving an equivalent deterministic convex programming problem. We derive these deterministic equivalents under different assumptions regarding the stochastic nature of the random parameters.
R. Jagannathan (Tue,) studied this question.
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