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Stochastic linear programming/toy example

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Jan
Jan 2018-9-30
关闭： John D'Errico 2018-9-30
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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