Title :
Modeling uncertainty in linear programming
Author_Institution :
Dept. of Syst. Eng., King Fahd Univ. of Petrol. & Miner., Dhahran, Saudi Arabia
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;
Conference_Titel :
Uncertainty Modeling and Analysis, 1990. Proceedings., First International Symposium on
Conference_Location :
College Park, MD
Print_ISBN :
0-8186-2107-9
DOI :
10.1109/ISUMA.1990.151233
