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Modeling Uncertainty In Linear Programming
Duffuaa, S.O.;Dept. of Syst. Eng., King Fahd Univ. of Petrol.Miner., Dhahran;
Uncertainty Modeling and Analysis, 1990. Proceedings., First International Symposium on;Publication Date: 3-5 Dec 1990;ISBN: 0-8186-2107-9
King Fahd University of Petroleum & Minerals
http://www.kfupm.edu.sa Summary
Proposes a decision making under uncertainty approach for treating linear programming under uncertainty. The author formulates a payoff matrix for the linear program and then apply the usual decision analysis criteria. Also, the problems encountered in converting a linear program under uncertainty to one under risk
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