Probabilistic linearly constrained programming problems with lognormal random variables.

DOI10.1007/BF03398714zbMath1160.90606OpenAlexW2773214621MaRDI QIDQ2476418

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

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

nonlinear programminglognormal distributiongeometric inequalityprobabilistic programmingdeterministic approximationchance constraint

Mathematics Subject Classification ID

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

Related Items (3)

Chance constrained programming with some non-normal continuous random variables ⋮ Multi-choice probabilistic linear programming problem ⋮ Multi-objective stochastic transportation problem involving three-parameter extreme value distribution

Uses Software

• LINDO
• LINGO

Cites Work

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• Nonnormal deterministic equivalents and a transformation in stochastic mathematical programming
• Probabilistic linear programming problems with exponential random variables: a technical note
• Chance-Constrained Programming
• A Research Bibliography in Stochastic Programming, 1955–1975
• Deterministic Equivalents for Optimizing and Satisficing under Chance Constraints

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