Solving Discrete Optimization Problems When Element Costs are Random

In a general class of discrete optimization problems with min-sum objective function, some of the elements may have random costs associated with them. In such a situation, the notion of optimality needs to be suitably modified. We define an optimal solution to be a feasible solution with the minimum risk. It is shown that the knowledge of the means of these random costs is enough to reduce such a problem into one with no random costs

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Year of publication:	2012
Authors:	Ghosh, Diptesh
Other Persons:	Das, Shubhabratha (contributor)
Publisher:	[2012]: [S.l.] : SSRN
Subject:	Theorie \| Theory \| Mathematische Optimierung \| Mathematical programming

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Extent:	1 Online-Ressource (12 p)
Series:	IIM Bangalore Research Paper ; No. 157
Type of publication:	Book / Working Paper
Language:	English
Notes:	Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments July 25, 2000 erstellt
Other identifiers:	10.2139/ssrn.2161745 [DOI]
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10013099358