M. Inuiguchi et M. Sakawa, A POSSIBILISTIC LINEAR PROGRAM IS EQUIVALENT TO A STOCHASTIC LINEAR PROGRAM IN A SPECIAL CASE, Fuzzy sets and systems, 76(3), 1995, pp. 309-317
Citations number
12
Categorie Soggetti
Computer Sciences, Special Topics","System Science",Mathematics,"Statistic & Probability",Mathematics,"Computer Science Theory & Methods
In this paper, we discuss an equivalent condition between a possibilis
tic linear programming problem with a quadratic membership function an
d a stochastic linear programming problem with a multivariate normal d
istribution. First, the possibilistic linear programming problem is fo
rmulated as a usual mathematical programming problem based on maximizi
ng the necessity measure. Next, the stochastic linear programming prob
lem is formulated as a usual mathematical programming problem by intro
ducing the flexible programming approach. Since these two formulated p
rogramming problems are similar in their forms, an equivalent conditio
n between these problems is given. Lastly, the equivalence is examined
from a geometric viewpoint.