We study stochastic linear programming games: a class of stochastic cooperative games whose payoffs under any realization of uncertainty are determined by a specially structured linear program. These games can model a variety of settings, including inventory centralization and cooperative network fortification. We focus on the core of these games under an allocation scheme that determines how p...

Performance evaluation of electricity distribution units is an important issue between researchers and regulators. Classic Data Envelopment Analysis models with deterministic data have been used by many authors to measure efficiency of power distribution units in different countries. However, Data Envelopment Analysis with stochastic data are rarely used to measure efficiency of distribution co...

a linear programming model has been presented for finding an appropriate planning in order to maximize hotel revenue. in this model, a special planning horizon has been considered that includes several busy days of a year. there are several reservation periods that may start a few months earlier. each period of reservation may have different prices and so result different incomes. hotel custome...

For a long time modeling approaches to stochastic programming were dominated by scenario generation methods. Consequently the main computational effort went into development of decomposition type algorithms for solving constructed large scale (linear) optimization problems. A different point of view emerged recently where computational complexity of stochastic programming problems was investiga...