Complexity Issues in Interval Linear Programming
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Publisher
Springer Nature Switzerland
Link
https://link.springer.com/content/pdf/10.1007/978-3-031-28863-0_11
Reference21 articles.
1. Beeck, H.: Linear programming with inexact data. Technical report TUM-ISU-7830, Technical University of Munich, Munich (1978)
2. Chaiyakan, S., Thipwiwatpotjana, P.: Bounds on mean absolute deviation portfolios under interval-valued expected future asset returns. Comput. Manage. Sci. 18(2), 195–212 (2021)
3. Gabrel, V., Murat, C., Remli, N.: Linear programming with interval right hand sides. Int. Trans. Oper. Res. 17(3), 397–408 (2010)
4. Garajová, E., Hladík, M.: On the optimal solution set in interval linear programming. Comput. Optim. Appl. 72(1), 269–292 (2019)
5. Garajová, E., Hladík, M., Rada, M.: On the properties of interval linear programs with a fixed coefficient matrix. In: Sforza, A., Sterle, C. (eds.) Optimization and Decision Science: Methodologies and Applications, Springer Proceedings in Mathematics & Statistics, vol. 217, pp. 393–401. Springer, Cham (2017)
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