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Stochastic programming with Cauchy distribution
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نویسنده
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pal m.k. ,bagh s.
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منبع
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pakistan journal of statistics and operation research - 2015 - دوره : 11 - شماره : 4 - صفحه:543 -552
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چکیده
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The aim of this paper is to derive a method for solving a stochastic linear programming problem with cauchy distribution. assuming that the coefficients are distributed as cauchy random variables,the stochastic linear programming is converted to a deterministic non-linear programming problem by a suitable transformation. then an algorithm can be used to solve the resulting deterministic problem. a numerical example can be considered to illustrate the above methodology.
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کلیدواژه
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Cauchy random variables; Levy inversion theorem; Probability density functions; Stochastic programming
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آدرس
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institute of management and information science,bhubaneswar, India, department of statistics,sambalpur university, India
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Authors
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