The Linear Programming Problem Under Possibilistic And Probabilistic Uncertainties
نویسندگان
چکیده
منابع مشابه
Linear programming under vacuous and possibilistic uncertainty
Consider the following (standard) linear programming problem: maximise a real-valued linear function CT x defined for optimisation variables x in Rn that have to satisfy the constraints Ax ≤ B, x ≥ 0, where the matrices A, B, and C are independent random variables that take values a, b, and c in Rm×n, Rm and Rn, respectively. Using an approach we developed in previous work [3], the problem is f...
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ژورنال
عنوان ژورنال: The International Conference on Mathematics and Engineering Physics
سال: 2010
ISSN: 2636-4328
DOI: 10.21608/icmep.2010.29805