Allocation under Uncertainty when the Demand has Continuous D.F.

Salah E. Elmaghraby

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Supply Chain and Inventory Management Risk and Portfolio Optimization Optimization and Mathematical Programming

Abstract

The problem of allocation under uncertain demand, when the latter has a continuous distribution function, is treated. A necessary and sufficient condition for optimality is given, and a numerical example is solved. This solution is compared with the L.P. solutions obtained under the assumptions of constant demand and demand with discrete d.f. It is seen that considerable savings can be realized by considering d.f.'s as continuous if they so occur in nature.

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1948Foundations of Economic Analysis.

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1976A Research Bibliography in Stochastic Programming, 1955–1975 1965On Stochastic Linear Programming 1988Uncapacitated plant location-allocation problems with price sensitive stochastic demands 1982Solving Stochastic Transportation-Location Problems by Generalized Benders Decomposition 1967Stochastic Programming 1970Computational Algorithms for Convex Stochastic Programs with Simple Recourse 1965Constrained Generalized Medians and Hypermedians as Deterministic Equivalents for Two-Stage Linear Programs under Uncertainty 1979Convex/stochastic programming and multilocation inventory problems

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