Publication: The Stochastic Bottleneck Linear Programming Problem
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1997
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Facultad de Ciencias Económicas y Empresariales. Instituto Complutense de Análisis Económico (ICAE)
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Abstract
In this paper we consider some stochastic bottleneck linear prograrnming problems. In the case when the coefficients of the objective functions are simple randomized, the minimum-risk approach will be used for solving these problems. We prove that, under some positivity conditions, these stochastic problems are reduced to certain deterministic bottleneck linear problems. Applications of these problems to the bottleneck spanning tree problems and bottleneck investment allocation problems are given. A simple numerical example is presented.
En este artículo se consideran algunos problemas de programación lineal estocástica "cuello de botella". Se utiliza la aproximación de mínimo-riesgo para el caso en que los coeficientes de las funciones objetivo de los problemas siguen aleatorización simple. Se demuestra que, bajo determinadas condiciones de positividad, estos problemas estocásticos se reducen a ciertos problemas lineales determinísticos "cuello de botella". Se dan dos aplicaciones de estos problemas y se presenta un ejemplo numérico.
En este artículo se consideran algunos problemas de programación lineal estocástica "cuello de botella". Se utiliza la aproximación de mínimo-riesgo para el caso en que los coeficientes de las funciones objetivo de los problemas siguen aleatorización simple. Se demuestra que, bajo determinadas condiciones de positividad, estos problemas estocásticos se reducen a ciertos problemas lineales determinísticos "cuello de botella". Se dan dos aplicaciones de estos problemas y se presenta un ejemplo numérico.
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