Article ID: | iaor19921904 |
Country: | United States |
Volume: | 39 |
Issue: | 3 |
Start Page Number: | 389 |
End Page Number: | 397 |
Publication Date: | Apr 1992 |
Journal: | Naval Research Logistics |
Authors: | De Prabuddha, Ghosh Jay B., Wells Charles E. |
Keywords: | programming: probabilistic |
In this article, the authors study the stochastic version of the so-called bottleneck assignment problem. The present primary objective is to maximize the probability that the bottleneck value satisfies a specified target. Under general stochastic assumptions, the authors show that the solution in this case is easily obtained by solving a linear assignment problem. They next examine the situation where the target is to be minimized, given that the probability of satisfying the target exceeds a specified threshold. Finally, the authors address extensions to the original problem where a second objective is also considered.