DocumentCode
2070371
Title
Modeling uncertainty in linear programming
Author
Duffuaa, S.O.
Author_Institution
Dept. of Syst. Eng., King Fahd Univ. of Petrol. & Miner., Dhahran, Saudi Arabia
fYear
1990
fDate
3-5 Dec 1990
Firstpage
101
Lastpage
103
Abstract
Proposes a decision making under uncertainty approach for treating linear programming under uncertainty. The author formulates a payoff matrix for the linear program and then apply the usual decision analysis criteria. Also, the problems encountered in converting a linear program under uncertainty to one under risk
Keywords
decision theory; linear programming; decision analysis; decision making; linear programming; mathematical models; payoff matrix; uncertainty; Distribution functions; Game theory; Linear programming; Parameter estimation; Random variables; Uncertainty; Vectors;
fLanguage
English
Publisher
ieee
Conference_Titel
Uncertainty Modeling and Analysis, 1990. Proceedings., First International Symposium on
Conference_Location
College Park, MD
Print_ISBN
0-8186-2107-9
Type
conf
DOI
10.1109/ISUMA.1990.151233
Filename
151233
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