stochastic fractional programming approach to a mean and variance model of a transportation problem均值和方差随机部分编程方法运输问题的模型.pdf

Hindawi Publishing Corporation Mathematical Problems in Engineering Volume 2011, Article ID 657608, 12 pages doi:10.1155/2011/657608 Research Article Stochastic Fractional Programming Approach to a Mean and Variance Model of a Transportation Problem V. Charles,1 V. S. S. Yadavalli,2 M. C. L. Rao,3 and P. R. S. Reddy3 1 CENTRUM Catolica, Escuela de Graduados de Negocios, Pontificia Universidad Catolica del Peru, ´ ´ ´ Lima 33, Peru 2 Department of Industrial and Systems Engineering, University of Pretoria, Pretoria 0002, South Africa 3 Department of Statistics, Sri Venkateswara University, Tirupati, A.P. 517502, India Correspondence should be addressed to V. S. S. Yadavalli, sarma.yadavalli@up.ac.za Received 2 March 2010; Revised 3 November 2010; Accepted 23 February 2011 Academic Editor: J. J. Judice Copyright q 2011 V. Charles et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited. In this paper, we propose a stochastic programming model, which considers a ratio of two nonlinear functions and probabilistic constraints. In the former, only expected model has been proposed without caring variability in the model. On the other hand, in the variance model, the variability played a vital role without concerning its counterpart, namely, the expected model. Further, the expected model optimizes the ratio of two linear cost functions where as variance model optimize the ratio of two non-linear functions, th