Abstract.Inthis paper, we prove that under some mild assumption, the two-stage separatedcontinuous linear programming(SCLP) with multiple scenarios for theproblem parameters in the second stage, can be reduced to SCLP with someadditional constraints. This is the first step to answer the question thatgiven the solution for a fluid network by solving SCLP, what is the solutionfor the corresponding stochastic network, which in general is a very hardproblem.
1 Introduction
In this paper, we investigate a new type of problemwhich we call stochastic separated continuous linear programming(SSCLP):