Linear multi-level programming problems with random variables
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...
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| Vydané v: | Opsearch Ročník 41; číslo 1; s. 1 - 15 |
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| Hlavní autori: | , |
| Médium: | Journal Article |
| Jazyk: | English |
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New Delhi
Springer Nature B.V
01.03.2004
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| ISSN: | 0030-3887, 0975-0320 |
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| 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 [9] 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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| AbstractList | 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 [9] via linear membership function. We have also shown the application of the deterministic models to find a solution using numerical examples. |
| Author | Sinha, Surabhi Sinha, S. B. |
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| Cites_doi | 10.1016/S0165-0114(96)00056-5 10.1016/0377-2217(86)90160-8 10.1016/0377-2217(82)90129-1 10.1016/0305-0548(94)00066-H 10.1016/0305-0548(95)00007-9 10.1287/opre.24.6.1078 10.1287/mnsc.6.1.73 10.1016/S0305-0548(96)00056-1 10.1016/S0377-2217(96)00363-3 10.1016/S0305-0548(02)00061-8 |
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| DOI | 10.1007/BF03398829 |
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| References | BF03398829_CR5 J Teghem (BF03398829_CR11) 1986; 26 A Goicoechea (BF03398829_CR2) 1982 S Hulsurkar (BF03398829_CR3) 1997; 88 BK Mohanty (BF03398829_CR8) 1995; 22 H-S Shih (BF03398829_CR9) 1996; 23 IM Stancu-Minasian (BF03398829_CR10) 1976; 24 S Sinha (BF03398829_CR12) 2003; 30 RR Joshi (BF03398829_CR4) 1997; 24 JS Kim (BF03398829_CR6) 1998; 197 JP Leclercq (BF03398829_CR7) 1982; 10 A Charnes (BF03398829_CR1) 1959; 6 |
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| Title | Linear multi-level programming problems with random variables |
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