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Título:
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The Stochastic Bottleneck Linear Programming Problem
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Autores:
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Stancu-Minasian, I.M. ;
Caballero, R. ;
Cerdá Tena, Emilio ;
Muñoz, M.M.
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Tipo de documento:
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texto impreso
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Editorial:
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Facultad de Ciencias Económicas y Empresariales. Instituto Complutense de Análisis Económico (ICAE), 1997
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Dimensiones:
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application/pdf
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Nota general:
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cc_by_nc_sa
info:eu-repo/semantics/openAccess
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Idiomas:
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Palabras clave:
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Estado = Publicado
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Materia = Ciencias: Matemáticas: Procesos estocásticos
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Materia = Ciencias: Estadística: Programación Lineal
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Tipo = Documento de trabajo o Informe técnico
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Resumen:
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In this paper we consider some stochastic bottleneck linear prograrnming problems. In the case when the coefficients of the objective functions are simple randomized, the minimum-risk approach will be used for solving these problems. We prove that, under some positivity conditions, these stochastic problems are reduced to certain deterministic bottleneck linear problems. Applications of these problems to the bottleneck spanning tree problems and bottleneck investment allocation problems are given. A simple numerical example is presented.
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En línea:
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https://eprints.ucm.es/id/eprint/28447/1/9722.pdf
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