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On the solution of a stochastic bottleneck assignment problem and its variations
Author(s) -
De Prabuddha,
Ghosh Jay B.,
Wells Charles E.
Publication year - 1992
Publication title -
naval research logistics (nrl)
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.665
H-Index - 68
eISSN - 1520-6750
pISSN - 0894-069X
DOI - 10.1002/1520-6750(199204)39:3<389::aid-nav3220390308>3.0.co;2-6
Subject(s) - bottleneck , linear bottleneck assignment problem , mathematical optimization , assignment problem , computer science , expected value , mathematics , generalized assignment problem , weapon target assignment problem , stochastic programming , statistics , embedded system
In this article, we study the stochastic version of the so‐called bottleneck assignment problem. Our primary objective is to maximize the probability that the bottleneck value satisfies a specified target. Under general stochastic assumptions, we show that the solution in this case is easily obtained by solving a linear assignment problem. We next examine the situation where the target is to be minimized, given that the probability of satisfying the target exceeds a specified threshold. Finally, we address extensions to the original problem where a second objective is also considered.