Robust Solutions for Uncertain Continuous-Time Linear Programming Problems with Time-Dependent Matrices

Mathematics

Hsien-Chung Wu¹ 

[1] Department of Mathematics, National Kaohsiung Normal University, Kaohsiung 802, Taiwan;

关键词: approximate solutions;    continuous-time linear programming problems;    ϵ-optimal solutions;    robust counterpart;    weak duality;   

DOI  :  10.3390/math9080885

来源: DOAJ

【 摘 要 】

The uncertainty for the continuous-time linear programming problem with time-dependent matrices is considered in this paper. In this case, the robust counterpart of the continuous-time linear programming problem is introduced. In order to solve the robust counterpart, it will be transformed into the conventional form of the continuous-time linear programming problem with time-dependent matrices. The discretization problem is formulated for the sake of numerically calculating the $ϵ$-optimal solutions, and a computational procedure is also designed to achieve this purpose.

【 授权许可】

Unknown