Tintner, Gerhard; Sastry, M. V. Rama - In: Management Science 19 (1972) 2, pp. 205-210
An ordinary linear programming problem is formulated as <disp-formula><tex-math><![CDATA[$$\mbox{Maximize} z = cz$$]]></tex-math></disp-formula> under the constraints <disp-formula><tex-math><![CDATA[\begin{eqnarray*} Ax \leqq b,\\ x \geqq 0, \end{eqnarray*}]]></tex-math></disp-formula> where A is a matrix with m rows and n columns, x and c are column vectors with n elements, and b is a column vector with n elements. The theory of stochastic linear programming first suggested by Tintner [Tintner, G....
