Numerical Method for Solving the Robust Continuous-Time Linear Programming Problems
A robust continuous-time linear programming problem is formulated and solved numerically in this paper. The data occurring in the continuous-time linear programming problem are assumed to be uncertain. In this paper, the uncertainty is treated by following the concept of robust optimization, which h...
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| Format: | Article |
| Language: | English |
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MDPI AG
2019-05-01
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| Series: | Mathematics |
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| Online Access: | https://www.mdpi.com/2227-7390/7/5/435 |