Solution of a Product Substitution Problem Using Stochastic Programming

  • Michael R. Murr
  • András Prékopa
Part of the Nonconvex Optimization and Its Applications book series (NOIA, volume 49)


Stochastic programming models of optical fiber production planning are presented. The purpose is to set the optimal fiber manufacturing goals while accounting for the uncertainty primarily in the yield and secondly in the demand. The model is solved for the case when the data follows a multivariate discrete distribution, and also for the case of a multivariate normal distribution, which is used to approximate the discrete data.


Stochastic Programming Probabilistic Constraint Deterministic Problem Stochastic Programming Model Stochastic Programming Problem 
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Copyright information

© Springer Science+Business Media Dordrecht 2000

Authors and Affiliations

  • Michael R. Murr
    • 1
  • András Prékopa
    • 2
  1. 1.Lucent TechnologiesPrincetonNew JerseyUSA
  2. 2.Rutgers UniversityNew BrunswickNew JerseyUSA

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