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A system reliability approach to linear programming

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Summary

A system reliability approach to linear programming is developed here for the case when the restrictions are chance-constrained. Methods of characterizing a system reliability measure for a linear programming system, its implications under alternative probability distribution assumptions and its uses for specifying policies with an improved system reliability routine are analytically discussed.

Zusammenfassung

In der vorliegenden Arbeit wird ein Verfahren zur Untersuchung der Zuverlässigkeit eines Systems für den Fall entwickelt, daß die Beschränkungen eines L. P.-Problems zufallsabhängig sind. Es werden Methoden zur Charakterisierung eines Maßes für die Zuverlässigkeit eines L. P.-Systems, die sich daraus ergebenden Implikationen bei verschiedenen Annahmen über die Wahrscheinlichkeitsverteilung und die Möglichkeit zur Bestimmung von Politik-Arten mittels eines verbesserten Verfahrens zur Untersuchung der System-Zuverlässigkeit diskutiert.

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Authors and Affiliations

  1. Iowa State University, 50010, Ames, Iowa

    J. K. Sengupta

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  1. J. K. Sengupta
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Additional information

Work done under the National Science Foundation Project GS 1810/420-41-17 at the Department of Economics, Iowa State University. This work develops the theoretical ideas originally fromulated in a paper by this author: “Safety first rules under chance-constrained linear programming”.Operations Research: The Journal of Operations Research Society of America, Vol.17, No. 1, 1969, pp. 112–132.

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Sengupta, J.K. A system reliability approach to linear programming. Unternehmensforschung Operations Research 15, 112–129 (1971). https://doi.org/10.1007/BF01939819

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