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ORL
2008

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Stochastic 0-1 linear programming under limited distributional information

13 years 11 months ago

Stochastic 0-1 linear programming under limited distributional information

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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

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Limited Distributional Information | ORL 2008 | Random Vectors | Unknown Distributions |

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Added	14 Dec 2010
Updated	14 Dec 2010
Type	Journal
Year	2008
Where	ORL
Authors	Michael R. Wagner

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