Multi-objective stochastic linear programming problem when b sub( )is follow Weibull distribution

Probabilistic or stochastic programming is concerned with optimization problem in which some or all parameters are treated as random variable. A general approach to deal with uncertainty is to assign a probability distribution to the unknown parameter. In this paper a multi-objective probabilistic p...

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Bibliographic Details
Published in:Opsearch 2013-06, Vol.50 (2), p.250-259
Main Authors: Javaid, S, Ansari, SI, Anwar, Zaki
Format: Article
Language:English
Subjects:
Equivalence
Mathematical analysis
Mathematical models
Probabilistic methods
Probability theory
Programming
Stochasticity
Weibull distribution
Online Access:Get full text
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Summary:Probabilistic or stochastic programming is concerned with optimization problem in which some or all parameters are treated as random variable. A general approach to deal with uncertainty is to assign a probability distribution to the unknown parameter. In this paper a multi-objective probabilistic programming problem has been considered when right hand side vector follows Weibull distribution. The probabilistic problem is converted into an equivalent deterministic model, and is solved using LINGO software. A numerical is presented to illustrate the methodology.
ISSN:0030-3887
0975-0320
DOI:10.1007/s12597-012-0101-6