Main Article Content
Abstract
The aim of this paper is to derive a method for solving a stochastic linear programming problem with Cauchy distribution. Assuming that the coefficients are distributed as Cauchy random variables, the stochastic linear programming is converted to a deterministic non-linear programming problem by a suitable transformation. Then an algorithm can be used to solve the resulting deterministic problem .A numerical example can be considered to illustrate the above methodology.
Keywords
Article Details
This work is licensed under a Creative Commons Attribution 4.0 International License.
Authors who publish with this journal agree to the following License
CC BY: This license allows reusers to distribute, remix, adapt, and build upon the material in any medium or format, so long as attribution is given to the creator. The license allows for commercial use.
