Stochastic 0-1 linear programming under limited distributional information
نویسنده
چکیده
We consider the problem minx∈{0,1}n{cx : ajx ≤ bj , j = 1, . . . , m}, where the aj are random vectors with unknown distributions. The only information we are given regarding the random vectors aj are their moments, up to order k. We give a robust formulation, as a function of k, for the 0-1 integer linear program under this limited distributional information.
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عنوان ژورنال:
- Oper. Res. Lett.
دوره 36 شماره
صفحات -
تاریخ انتشار 2008