2016
DOI: 10.4236/ojop.2016.54014
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Some Explicit Results for the Distribution Problem of Stochastic Linear Programming

Abstract: A technique is developed for finding a closed form expression for the cumulative distribution function of the maximum value of the objective function in a stochastic linear programming problem, where either the objective function coefficients or the right hand side coefficients are continuous random vectors with known probability distributions. This is the "wait and see" problem of stochastic linear programming. Explicit results for the distribution problem are extremely difficult to obtain; indeed, previous r… Show more

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Cited by 6 publications
(4 citation statements)
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“…At step (6), these coefficients are updated after changing the temperature with the factor of (1+δ1) and (1+δ2), respectively. In addition, one can use the new techniques presented by Ansaripour et al [2], to deal with the stochastic aspects of the problem when it arises. This approach would be very helpful to find a close form expression for the cumulative distribution function of the maximum value of the objective function which is not very easy to solve by other existing solutions in the literature!…”
Section: Explanation Of the Main Steps 1 Solution Representation And ...mentioning
confidence: 99%
“…At step (6), these coefficients are updated after changing the temperature with the factor of (1+δ1) and (1+δ2), respectively. In addition, one can use the new techniques presented by Ansaripour et al [2], to deal with the stochastic aspects of the problem when it arises. This approach would be very helpful to find a close form expression for the cumulative distribution function of the maximum value of the objective function which is not very easy to solve by other existing solutions in the literature!…”
Section: Explanation Of the Main Steps 1 Solution Representation And ...mentioning
confidence: 99%
“…This model did not take into account the uncertainty or fuzziness or imperfect information inherent in some of the dynamic parameters like merchant capacities, their budget distributions etc. Afrooz Ansaripour et al , 2016 [4] carried out technique developed for finding a closed form expression for the cumulative distribution function of the maximum value of the objective function in a stochastic linear programming problem, where either the objective function coefficients or the right hand side coefficients are continuous random vectors with known probability distributions. This is the "wait and see" problem of stochastic linear programming.…”
Section: Literature Reviewmentioning
confidence: 99%
“…In conventional multi-objective optimization problems, weighted LP and NLP algorithms yield a single optimal point based on the random or fixed weights [17,18]. In singleobjective optimization models and multi-objective problems, the endeavor is to find a set of optimal solutions for conflicting objectives which are not necessarily superior corresponding to all objectives, called the non-dominated Pareto optimal solutions [19][20][21]. Utilizing evolutionary algorithms such as Non-dominated Sorting Genetic Algorithm (NSGA) [22][23][24][25], Multi-Colony ACO (MOACO) [26], and Multi-Objective Particle Swarm Optimization (MOPSO) [27,28], establishes a set of solutions which are subject to decision-makers' selection from the optimum.…”
Section: Introductionmentioning
confidence: 99%