Computation of probabilistic linear programming problems involving normal and log-normal random variables with a joint constraint

DOI10.1080/00207160500113058zbMath1081.65057MaRDI QIDQ5712012

N. P. Sahoo, Mahendra Prasad Biswal

Publication date: 22 December 2005

Published in: International Journal of Computer Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207160500113058

zbMATH Keywords

numerical example; fuzzy programming; multi-objective; normal random variable; joint constraints; probabilistic linear programming; non-linear programming method; log-normal random variable; single objective

Mathematics Subject Classification ID

65K05: Numerical mathematical programming methods

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Solving the multi-objective stochastic interval-valued linear fractional integer programming problem, Multi-choice probabilistic linear programming problem, Solving probabilistic programming problems involving multi-choice parameters, Chance constrained programming with some non-normal continuous random variables, Algorithm developments for optimization problems with joint reliability constraints, Stochastic programming problems involving Pareto distribution

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