Robust Solutions for Uncertain Continuous-Time Linear Programming Problems with Time-Dependent Matrices
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...
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Veröffentlicht in: | Mathematics (Basel) 2021-04, Vol.9 (8), p.885 |
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Format: | Artikel |
Sprache: | eng |
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Online-Zugang: | Volltext |
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Zusammenfassung: | 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. |
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ISSN: | 2227-7390 2227-7390 |
DOI: | 10.3390/math9080885 |