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Robust Solutions for Uncertain Continuous-Time Linear Programming Problems with Time-Dependent Matrices

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  • Hsien-Chung Wu

    (Department of Mathematics, National Kaohsiung Normal University, Kaohsiung 802, Taiwan)

Abstract

The uncertainty for the continuous-time linear programming problem with time-dependent matrices is considered in this paper. In this case, the robust counterpart of the continuous-time linear programming problem is introduced. In order to solve the robust counterpart, it will be transformed into the conventional form of the continuous-time linear programming problem with time-dependent matrices. The discretization problem is formulated for the sake of numerically calculating the ϵ -optimal solutions, and a computational procedure is also designed to achieve this purpose.

Suggested Citation

  • Hsien-Chung Wu, 2021. "Robust Solutions for Uncertain Continuous-Time Linear Programming Problems with Time-Dependent Matrices," Mathematics, MDPI, vol. 9(8), pages 1-52, April.
    • Handle: RePEc:gam:jmathe:v:9:y:2021:i:8:p:885-:d:537491
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    References listed on IDEAS

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