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.23.1.137MaRDI QIDQ4070632zbMATH OpenOpenAlexFDO

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
• Monte Carlo simulation for analysis of the optimum value distribution in stochastic mathematical programs
• An experimental sequential solution procedure to stochastic linear programming problems with 0–1 variables

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