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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Veröffentlicht in:Opsearch Jg. 41; H. 1; S. 1 - 15
Hauptverfasser: Sinha, S. B., Sinha, Surabhi
Format: Journal Article
Sprache:Englisch
Veröffentlicht: New Delhi Springer Nature B.V 01.03.2004
Schlagworte:
Mathematical models
Matrix algebra
Matrix methods
Monte Carlo simulation
Operations research
Random variables
ISSN:0030-3887, 0975-0320
Online-Zugang:Volltext
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Zusammenfassung: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.
Bibliographie:ObjectType-Article-1
SourceType-Scholarly Journals-1
ObjectType-Feature-2
content type line 14
ISSN:0030-3887
0975-0320
DOI:10.1007/BF03398829