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

DOI10.1016/S0377-2217(97)90319-2zbMath0970.90056WikidataQ57445558 ScholiaQ57445558MaRDI QIDQ1806871

N. P. Biswal, Mahendra Prasad Biswal, Li, Duan

Publication date: 20 December 1999

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

zbMATH Keywords

probability density functionexponential random variablesnonlinear programming algorithmprobabilistic linear programming

Mathematics Subject Classification ID

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

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Cites Work

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