TY - JOUR
T1 - Probabilistic linear programming problems with exponential random variables
T2 - A technical note
AU - Biswal, M.P.
AU - Biswal, N.P.
AU - Li, Duan
PY - 1998/12/16
Y1 - 1998/12/16
N2 - A method for solving probabilistic linear programming problems with exponential random variables is presented in this paper. Assuming that either some or all of the parameters are exponential random variables a transformation is presented to convert the probabilistic linear programming problem to a deterministic mathematical programming problem. A non-linear programming algorithm can then be used to solve the resulting deterministic problem.
AB - A method for solving probabilistic linear programming problems with exponential random variables is presented in this paper. Assuming that either some or all of the parameters are exponential random variables a transformation is presented to convert the probabilistic linear programming problem to a deterministic mathematical programming problem. A non-linear programming algorithm can then be used to solve the resulting deterministic problem.
KW - Exponential random variable
KW - Non-linear programming
KW - Probabilistic linear programming
KW - Probability density function
UR - http://www.scopus.com/inward/record.url?scp=0348199835&partnerID=8YFLogxK
UR - https://www.scopus.com/record/pubmetrics.uri?eid=2-s2.0-0348199835&origin=recordpage
U2 - 10.1016/S0377-2217(97)90319-2
DO - 10.1016/S0377-2217(97)90319-2
M3 - RGC 21 - Publication in refereed journal
SN - 0377-2217
VL - 111
SP - 589
EP - 597
JO - European Journal of Operational Research
JF - European Journal of Operational Research
IS - 3
ER -