I), Xi⩾ 0. The objective function minimizes (or maximizes) a linear function of the decision variables, for example total cost or total energy content of the diet.

A linear programming problem is said to be stochastic if one or more of the coefficients in the objective function or the system of constraints or resource availabilities is known only by its ...

Operations Research, Vol. 59, No. 3 (May • June • 2011), pp. 713-728 (16 pages) In this paper, we analyze mixed 0-1 linear programs under objective uncertainty. The mean vector and the second-moment ...