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The stochastic bottleneck linear programming problem

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Abstract

In this paper we consider some stochastic bottleneck linear programming problems. We overview the solution methods in the literature. In the case when the coefficients of the objective functions are simple randomized, the minimum-risk approach will be used for solving these problems. We prove that, under some positivity conditions, these stochastic problems are reduced to certain deterministic bottleneck linear problems. An application of these problems to bottleneck spanning tree problems is given. Two simple numerical examples are presented.

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Authors and Affiliations

  1. Centre for Mathematical Statistics, the Romanian Academy, Bucharest, Romania

    I. M. Stancu-Minasian

  2. Dept. de Economía Aplicada (Matemáticas), Universidad de Málaga, Spain

    R. Caballero & M. M. Muñoz

  3. Dept. de Análisis Económico, Universidad Complutense de Madrid, Spain

    E. Cerdá

Authors
  1. I. M. Stancu-Minasian
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  2. R. Caballero
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  3. E. Cerdá
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  4. M. M. Muñoz
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Additional information

This paper was written when I.M. Stancu-Minasian was visiting the Instituto Complutense de Análisis Económico, in the Universidad Complutensen de Madrid, from October 1, 1997 to November 15, 1997 and from October 24, 1998 to November, 9, 1998, as invited researcher. He is grateful to the Institution.

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Stancu-Minasian, I.M., Caballero, R., Cerdá, E. et al. The stochastic bottleneck linear programming problem. Top 7, 123–143 (1999). https://doi.org/10.1007/BF02564715

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