Stackelberg solutions to stochastic two-level linear programming problems

This paper considers a two-level linear programming problem involving random variable coefficients to cope with hierarchical decision making problems under uncertainty. Two decision making models are provided to optimize the mean of the objective function value or to minimize the variance. It is sho...

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Bibliographic Details

Published in:	2007 IEEE Symposium on Computational Intelligence in Multi-Criteria Decision Making, Honolulu, HI, 1-5 April 2007 pp. 240 - 244
Main Authors:	Katagiri, H., Ichiro, N., Sakawa, M., Kato, K.
Format:	Conference Proceeding
Language:	English
Published:	IEEE 01.04.2007
Subjects:	Computational intelligence Decision making Delta modulation Functional programming Linear programming Mathematical programming Random variables Region 5 Stochastic processes Uncertainty
ISBN:	9781424407026, 1424407028
Online Access:	Get full text
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