Probabilistic linearly constrained programming problems with lognormal random variables.

DOI10.1007/BF03398714MaRDI QIDQ2476418zbMATH OpenOpenAlexFDO

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

Publication date 19 March 2008

Published in Opsearch (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf03398714

zbMATH Keywords

chance constraintdeterministic approximationgeometric inequalitylognormal distributionnonlinear programmingprobabilistic programming

Mathematics Subject Classification ID

Special problems of linear programming (transportation, multi-index, data envelopment analysis, etc.) (90C08) Stochastic programming (90C15)

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Cites work

• A Research Bibliography in Stochastic Programming, 1955–1975
• Chance-constrained programming
• Deterministic Equivalents for Optimizing and Satisficing under Chance Constraints
• scientific article; zbMATH DE number 995813 (Why is no real title available?)
• scientific article; zbMATH DE number 3936913 (Why is no real title available?)
• scientific article; zbMATH DE number 663895 (Why is no real title available?)
• scientific article; zbMATH DE number 824994 (Why is no real title available?)
• Nonnormal deterministic equivalents and a transformation in stochastic mathematical programming
• Probabilistic linear programming problems with exponential random variables: a technical note

Cited in

(6)

• Multi-choice probabilistic linear programming problem
• Probabilistic linear programming problems with exponential random variables: a technical note
• Chance constrained programming with some non-normal continuous random variables
• Multi-objective stochastic transportation problem involving three-parameter extreme value distribution
• Change-constrained stochastic programming problem with normal, t and skew normal, skew t distributions
• Computation of probabilistic linear programming problems involving normal and log-normal random variables with a joint constraint

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Uses Software

• LINDO
• LINGO

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