MATP6960 Stochastic Programming, Homework 5

Due: Thursday, November 7, 2002.

1.

Birge and Louveaux, page 179, question 1.

2.

Birge and Louveaux, page 191, question 2.

3.

Birge and Louveaux, page 197, question 3. For this question, you do not need to use the specialized algorithm for general network flows. It is sufficient to formulate the linear program in the manner described in the section and to then solve that LP using a package.

4.

Birge and Louveaux, page 343, question 7. For this question, take $\xi^0=\bar{\xi}=3$. Take just four further iterations, with $\xi^1=1.5$, $\xi^2=4.2$, $\xi^3=3.4$, and $\xi^4=3.7$.

	John Mitchell	Amos Eaton 325
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