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...

Celý popis

Uloženo v:
Podrobná bibliografie
Vydáno v:Opsearch Ročník 41; číslo 1; s. 1 - 15
Hlavní autoři: Sinha, S. B., Sinha, Surabhi
Médium: Journal Article
Jazyk:angličtina
Vydáno: New Delhi Springer Nature B.V 01.03.2004
Témata:
Mathematical models
Matrix algebra
Matrix methods
Monte Carlo simulation
Operations research
Random variables
ISSN:0030-3887, 0975-0320
On-line přístup:Získat plný text
Tagy: Přidat tag
Žádné tagy, Buďte první, kdo vytvoří štítek k tomuto záznamu!
Popis
Shrnutí: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.
Bibliografie:ObjectType-Article-1
SourceType-Scholarly Journals-1
ObjectType-Feature-2
content type line 14
ISSN:0030-3887
0975-0320
DOI:10.1007/BF03398829