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The 1‐minimax and 1‐maximin problems with demand weights of general probability distributions
Author(s) -
Berman Oded,
Wang Jiamin
Publication year - 2007
Publication title -
networks
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.977
H-Index - 64
eISSN - 1097-0037
pISSN - 0028-3045
DOI - 10.1002/net.20174
Subject(s) - minimax , probability distribution , mathematical optimization , mathematics , random variable , computer science , statistics
This paper investigates the 1‐minimax and 1‐maximin problems when demand weights are random variables with general continuous probability distributions. Properties of the optimal solutions are presented and solution procedures are developed. We also identify some known probability distributions under which it is easier to search for an optimal solution. © 2007 Wiley Periodicals, Inc. NETWORKS, Vol. 50(2), 127–135 2007