Probabilistic linear programming problems with exponential random variables: a technical note

DOI10.1016/S0377-2217(97)90319-2MaRDI QIDQ1806871zbMATH OpenWikidataFDO

Authors N. P. Biswal, M. P. Biswal, Duan Li

Publication date 20 December 1999

Published in European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/S0377-2217(97)90319-2

zbMATH Keywords

probability density functionexponential random variablesnonlinear programming algorithmprobabilistic linear programming

Mathematics Subject Classification ID

Linear programming (90C05) Nonlinear programming (90C30) Stochastic programming (90C15)

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Cites work

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• A Research Bibliography in Stochastic Programming, 1955–1975
• Chance-constrained programming
• Deterministic Equivalents for Optimizing and Satisficing under Chance Constraints
• Fuzzy programming and linear programming with several objective functions
• Nonnormal deterministic equivalents and a transformation in stochastic mathematical programming

Cited in

(18)

• Optimizing chance constraint multiple-objective fractional mathematical programming problem involving dependent random variable
• Genetic based fuzzy goal programming for multiobjective chance constrained programming problems with continuous random variables
• Stochastic simulation-based genetic algorithm for chance constraint programming problems with continuous random variables
• Joint chance constrained programming with dependent parameters
• An approach to find redundant objective function(s) and redundant constraint(s) in multi-objective nonlinear stochastic fractional programming problems
• Computation of a multi-objective production planning model with probabilistic constraints
• Multi-objective stochastic transportation problem involving three-parameter extreme value distribution
• Computation of probabilistic linear programming problems involving normal and log-normal random variables with a joint constraint
• Chance constrained programming with some non-normal continuous random variables
• Computation of some stochastic linear programming problems with Cauchy and extreme value distributions
• Multi-choice probabilistic linear programming problem
• Solving multi-objective chance constraint quadratic fractional programming problem
• Stochastic programming problems involving Pareto distribution
• Solving probabilistic programming problems involving multi-choice parameters
• Chance constraint programming problems with parameters as exponential random variable
• Probabilistic linearly constrained programming problems with lognormal random variables.
• Stochastic simulation based genetic algorithm for chance constraint programming problems with some discrete random variables
• Algorithm developments for optimization problems with joint reliability constraints

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