A lower bound on the expected optimal value of certain random linear programs and application to shortest paths in Directed Acyclic Graphs and reliability - Archive ouverte HAL
Article Dans Une Revue Statistics and Probability Letters Année : 2016

A lower bound on the expected optimal value of certain random linear programs and application to shortest paths in Directed Acyclic Graphs and reliability

Franck Corset

Résumé

The paper studies the expectation of the inspection time in complex aging systems , i.e. the length of the shortest path in a Directed Acyclic Graph, with random costs on egdes. We give a lower bound for this expectation.
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Dates et versions

hal-01344047 , version 1 (11-07-2016)

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Stéphane Chrétien, Franck Corset. A lower bound on the expected optimal value of certain random linear programs and application to shortest paths in Directed Acyclic Graphs and reliability. Statistics and Probability Letters, 2016, 117, pp.221-230. ⟨10.1016/j.spl.2016.06.001⟩. ⟨hal-01344047⟩
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