Modeling uncertainity in linear programming

S. O. Duffuaa*

*Corresponding author for this work

Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-review

Abstract

In this paper we propose a decision making tinder uncertainity approach for treating linear programming under uncertainity. We formulate a payoff matrix for the linear program and then apply the usual decision analysis criteria. Also, we analyze the problems encountered in converting a linear program under uncertainity to one under risk.

Original languageEnglish
Title of host publicationProceedings of ISUMA 1990 - 1st International Symposium on Uncertainty Modeling and Analysis
EditorsBilaI M. Ayyub
PublisherInstitute of Electrical and Electronics Engineers Inc.
Pages101-103
Number of pages3
ISBN (Electronic)0818621079, 9780818621079
DOIs
StatePublished - 1990

Publication series

NameProceedings of ISUMA 1990 - 1st International Symposium on Uncertainty Modeling and Analysis

Bibliographical note

Publisher Copyright:
© 1990 IEEE.

ASJC Scopus subject areas

  • Computer Graphics and Computer-Aided Design
  • Statistics, Probability and Uncertainty
  • Safety, Risk, Reliability and Quality
  • Modeling and Simulation

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