The stochastic bottleneck linear programming problem

The stochastic bottleneck linear programming problem

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Article ID: iaor2002956
Country: Spain
Volume: 7
Issue: 1
Start Page Number: 123
End Page Number: 144
Publication Date: Jan 1999
Journal: TOP
Authors: , , ,
Keywords: networks
Abstract:

In this paper we consider some stochastic bottleneck linear programming problems. We overview the solution methods in the literature. In the case when the coefficients of the objective functions are simple randomized, the minimum-risk approach will be used for solving these problems. We prove that, under some positivity conditions, these stochastic problems are reduced to certain deterministic bottleneck linear problems. An application of these problems to bottleneck spanning tree problems is given. Two simple numerical examples are presented.

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