Easy distributions for combinatorial optimization problems with probabilistic constraints
نویسندگان
چکیده
We show how we can linearize probabilistic linear constraints with binary variables when all coefficients are distributed according to either N (μi, λμi), for some λ > 0 and μi > 0, or Γ(ki, θ) for some θ > 0 and ki > 0. The constraint can also be linearized when the coefficients are independent and identically distributed if they are, besides, either positive or strictly stable random variables.
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ورودعنوان ژورنال:
- Oper. Res. Lett.
دوره 38 شماره
صفحات -
تاریخ انتشار 2010