MATP6960 Stochastic Programming, Homework 1

Due: Thursday, September 12, 2002.

1.

Birge and Louveaux, page 18, question 2.

2.

Birge and Louveaux, page 18, question 3.

3.

Birge and Louveaux, page 18, question 4.

4.

Birge and Louveaux, page 20, question 10.

5.

Birge and Louveaux, page 28, question 2. Formulate the problem, but do not solve it.

6.

Birge and Louveaux, page 43, question 1. Use AMPL or another package (eg. LINDO), to solve the stochastic program and the expected value problem. Here is some information about AMPL.

	John Mitchell
	Amos Eaton 325
	x6915.
	mitchj@rpi.edu
	Office hours:
	Tuesday: 2pm - 4pm.