Bounding a probability measure over a polymatroid with an application to transportation problems

Bounding a probability measure over a polymatroid with an application to transportation problems

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Article ID: iaor19941984
Country: United States
Volume: 19
Issue: 1
Start Page Number: 112
End Page Number: 120
Publication Date: Feb 1994
Journal: Mathematics of Operations Research
Authors: ,
Keywords: networks, programming: transportation, transportation: general
Abstract:

For equ1 and a supermodular set function equ2, define the polymatroid equ3. The authors develop a bound for the probability equ4, where equ5 is a random m-vector. In particular they show that if equ6, are independent and identically distributed nonnegative random variables with new better than used (NBU) distribution function, then equ7, where equ8. á(NBU) distribution function, then >F100<P >F003<A>F004<X >F003<. >F109<p>F000<(>F100<màAF02,àAF12f >F000<)>F003<S e >F100<P >F003<A>F100<X >F003<e >F100<f >F000<(>F100 H08W08<M>$-55<àI>F000 H08W09.5J102<ˆàR>$29 F100 H08W08< >F000<)>F003<S>F100<àAF02, >F000<where >F100 H08W08<M>$-55<àI>F000 H08W09.5J102<ˆàR>$29 F100 H08W08< >F000<= argàAF12max>F003<A>F100<f >F000<(>F100<A>F000<):àAF12>F100<A >F001<Y >F100<M >F003<S>F100<.  The authors apply this result to transportation problems with random supply and/or demand. Suppose they have a set equ9 of k supply nodes with a random supply equ10 and a set equ11 of n demand nodes with a random demand equ12. Let equ13 be the probability that the random demand can be met by the random supply. If the demand and supply are mutually independent, equ14 are independent, and equ15 are independent and have NBU distribution function, then equ16, where equ17, equ18 and equ19 takes the value one if node equ20 can supply the demand node equ21 and zero otherwise equ22 and equ23.

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