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A lower bound on the expected optimal value of certain random linear programs and application to shortest paths in Directed Acyclic Graphs and reliability

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  • Chrétien, Stéphane
  • Corset, Franck

Abstract

The paper studies the expectation of the inspection time in complex aging systems, i.e. the length of the shortest path in a Directed Acyclic Graph, with random costs on edges. We give a lower bound for this expectation.

Suggested Citation

  • Chrétien, Stéphane & Corset, Franck, 2016. "A lower bound on the expected optimal value of certain random linear programs and application to shortest paths in Directed Acyclic Graphs and reliability," Statistics & Probability Letters, Elsevier, vol. 117(C), pages 221-230.
    • Handle: RePEc:eee:stapro:v:117:y:2016:i:c:p:221-230
    DOI: 10.1016/j.spl.2016.06.001
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    References listed on IDEAS

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    1. Celeux, G. & Corset, F. & Lannoy, A. & Ricard, B., 2006. "Designing a Bayesian network for preventive maintenance from expert opinions in a rapid and reliable way," Reliability Engineering and System Safety, Elsevier, vol. 91(7), pages 849-856.
    2. Krokhmal, Pavlo A. & Pardalos, Panos M., 2009. "Random assignment problems," European Journal of Operational Research, Elsevier, vol. 194(1), pages 1-17, April.
    3. A. J. Hoffman & H. M. Markowitz, 1963. "A note on shortest path, assignment, and transportation problems," Naval Research Logistics Quarterly, John Wiley & Sons, vol. 10(1), pages 375-379, March.
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