Linear multi-level programming problems with random variables

Linear multi-level programming problems with random variables

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Article ID: iaor2005396
Country: India
Volume: 41
Issue: 1
Start Page Number: 1
End Page Number: 15
Publication Date: Mar 2004
Journal: OPSEARCH
Authors: ,
Keywords: programming: linear
Abstract:

In this paper we study hierarchical systems with stochastic data: be it the cost coefficients, right-hand-side vector, coefficient matrix or any of their combinations. The problem is converted to its equivalent deterministic form using any known stochastic approach. This deterministic model (in case of a linear hierarchy) may be linear or nonlinear depending on which parameter in the problem is random. Finally the linear/nonlinear deterministic model is solved using fuzzy technique via linear membership function. We have also shown the application of the deterministic models to find a solution using numerical examples.

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