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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Vydané v:	2007 IEEE Symposium on Computational Intelligence in Multi-Criteria Decision Making, Honolulu, HI, 1-5 April 2007 s. 240 - 244
Hlavní autori:	Katagiri, H., Ichiro, N., Sakawa, M., Kato, K.
Médium:	Konferenčný príspevok..
Jazyk:	English
Vydavateľské údaje:	IEEE 01.04.2007
Predmet:	Computational intelligence Decision making Delta modulation Functional programming Linear programming Mathematical programming Random variables Region 5 Stochastic processes Uncertainty
ISBN:	9781424407026, 1424407028
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