The Probability Distribution Function of the Optimum of a 0-1 Linear Program with Randomly Distributed Coefficients of the Objective Function and the Right-Hand Side

DOI10.1287/OPRE.23.1.137zbMATH Open0312.90045OpenAlexW2036600360MaRDI QIDQ4070632FDOQ4070632

Authors: Hans-Jürgen Zimmermann, Moshe A. Pollatschek 

Publication date: 1975

Published in: Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/opre.23.1.137

Mathematics Subject Classification ID

Stochastic programming (90C15) Integer programming (90C10) Utility theory (91B16)

Cited In (3)

• Grey integer programming: an application to waste management planning under uncertainty
• An experimental sequential solution procedure to stochastic linear programming problems with 0–1 variables
• Monte Carlo simulation for analysis of the optimum value distribution in stochastic mathematical programs

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