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2008

Stochastic 0-1 linear programming under limited distributional information

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Stochastic 0-1 linear programming under limited distributional information
We consider the problem minX{0,1}n {c x : aj x bj , j = 1, . . . , m}, where the aj are random vectors with unknown distributions. The only information we are given regarding the random vectors aj are their moments, up to order k. We give a robust formulation, as a function of k, for the 0
Michael R. Wagner
Added 14 Dec 2010
Updated 14 Dec 2010
Type Journal
Year 2008
Where ORL
Authors Michael R. Wagner
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