A STOCHASTIC GEOMETRIC-PROGRAMMING PROBLEM WITH MULTIPLICATIVE RECOURSE

被引：17

作者：

JAGANNATHAN, R

机构：

[1] Department of Management Sciences and Business Administration, The University of Iowa, Iowa City

来源：

OPERATIONS RESEARCH LETTERS | 1990年 / 9卷 / 02期

关键词：

engineering design; geometric programming; stochastic programming;

D O I：

10.1016/0167-6377(90)90048-A

中图分类号：

C93 [管理学]; O22 [运筹学];

学科分类号：

070105 ; 12 ; 1201 ; 1202 ; 120202 ;

摘要：

The polynomials that characterize a geometric programming problem are defined by the coefficients cij and aijk, which are usually assumed to be constants. In this paper, we allow these parameters to be random variables with known joint distribution functions and derive the properties of a deterministic equivalent problem corresponding to a multiplicative recourse stochastic model, where the recourse variables rectify in a proportional sense the amount of possible violations of the constraints. © 1990.

引用

页码：99 / 104

页数：6

共 12 条

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[3] Avriel M, 1973, OPTIMIZATION DESIGN
[4] Bazaraa M. S., 1979, NONLINEAR PROGRAMMIN
[5] BEIGHTLER CS, 1976, APPLIED GEOMETRIC PR
[6] CHARNES A, 1988, INT J SYST SCI, V19, P825
[7] Duffin R.J., 1967, GEOMETRIC PROGRAMMIN
[8] Ecker J. G., 1976, Engineering Optimization, V2, P173, DOI 10.1080/03052157608960609
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JAGANNATHAN, R
[J]. MANAGEMENT SCIENCE, 1985, 31 (01) : 96 - 108
[10] PROGRAMMING UNDER UNCERTAINTY - EQUIVALENT CONVEX PROGRAM
WETS, RJB
[J]. SIAM JOURNAL ON APPLIED MATHEMATICS, 1966, 14 (01) : 89 - &

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