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
1. Verfasser: Wu, Hsien-Chung
Format: Artikel
Sprache:eng
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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.
ISSN:2227-7390
2227-7390
DOI:10.3390/math9080885