This Article Full Text (PDF) References Alert me when this article is cited Alert me if a correction is posted Citation Map Services Email this article to a friend Similar articles in this journal Alert me to new issues of the journal Add to Saved Citations Download to citation manager Request Permissions Request Reprints Add to My Marked Citations Citing Articles Citing Articles via Google Scholar Citing Articles via Scopus Google Scholar Articles by Leon, L. A. Articles by Przasnyski, Z. H. Search for Related Content Social Bookmarking                         What's this?

Spreadsheet Analysis of Linear Programs With Uncertainty

Department of Finance and Computer Information Systems College of Business Administration Loyola Murymount University 7101 W. 80th Street Los Angeles, CA 90045

Zbigniew H. Przasnyski

Department of Finance and Computer Information Systems College of Business Administration Loyola Murymount University 7101 W. 80th Street Los Angeles, CA 90045

For a decade spreadsheets have provided an intuitive interface and accepted environment for modelling increasingly sophisticated applications. Due to dramatic improvements in technology, end user decision makers have increasingly powerful operations research tools at their disposal, with real life successes documented in the literature. This paper presents a framework for describing linear programs with uncertainty and describes how the spreadsheet medium can be used to enhance their analysis. Procedures for analysis are discussed for the cases of prior resolvability and recourse availability and illustrated by example. A postoptimality analysis approach for the recourse problem which applies simulation to an optimization model is detailed using a spreadsheet template.

Key Words: Spreadsheet • linear programming • uncertainty,end user decisions

SIMULATION, Vol. 64, No. 2, 113-125 (1995)
DOI: 10.1177/003754979506400205


CiteULike    Complore    Connotea    Del.icio.us    Digg    Reddit    Technorati    Twitter    What's this?