ALGORITHM FOR THE ASSIGNMENT PROBLEM WITH STOCHASTIC SIDE CONSTRAINTS.

The authors consider the assignment problem with stochastic side constraint and propose a practical algorithm for solving it. Such a problem may arise, for example, when the assignment requires some scarce resources and the total amounts of these resources are subject to a random variation. Therefore, the problem seems quite general and significant in practice. This algorithm takes the special structure of the problem into account, and may be regarded as a heuristic modification of the method for two-stage linear programming under uncertainty. Although it cannot be guaranteed that the solution obtained by the proposed algorithm will coincide with the true optimal solution of the problem, the authors' limited computational experience with small test problems indicate that good approximate solutions can be obtained in a fairly small computation time.