Dual method for the solution of a one-stage stochastic programming problem with random RHS obeying a discrete probability distribution

1990 ◽  
Vol 34 (6) ◽  
pp. 441-461 ◽  
Author(s):  
A. Pr�kopa
1970 ◽  
Vol 7 (1) ◽  
pp. 124-133 ◽  
Author(s):  
Pushpa N. Rathie

Let P= {p1,···, PN} be a finite discrete probability distribution. Then the entropy of the distribution P, introduced by Shannon [12], is defined as Throughout this paper ∑ will stand for and logarithms will be taken to the base D (D > 1).


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