Chance-constrained programming
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- scientific article; zbMATH DE number 1260461
Cited in
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- Reliability based assignment in stochastic-flow freight network
- An XML-based schema for stochastic programs
- An optimization based approach for deployment of roadway incident response vehicles with reliability constraints
- Global optimization of robust chance constrained problems
- Fuzzy minimum weight edge covering problem
- Convergent bounds for stochastic programs with expected value constraints
- Robust optimization of internal transports at a parcel sorting center operated by Deutsche Post world net
- A compromise solution for the multiobjective stochastic linear programming under partial uncertainty
- The submodular knapsack polytope
- Applying stochastic goal programming: a case study on water use planning
- A note on Liu-Iwamura's dependent-chance programming
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- Linear programming under randomness and fuzziness
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- Selecting tolerances in chance-constrained programming: A multiple objective linear programming approach
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- A gradient algorithm for chance constrained nonlinear goal programming
- A survey of generalized goal programming (1970-1982)
- On the Bayesability of chance-constrained programming problems
- On information-augmented chance-constrained programs
- Nonnormal deterministic equivalents and a transformation in stochastic mathematical programming
- A surrogate for linear programs with random requirements
- Productivity measurement in industrial operations
- A linear approximation method for solving a special class of the chance constrained programming problem
- Depedent-chance programming: A class of stochastic optimization
- The minimax principle and random programs
- Characterization of satisficing decision criterion
- Probability dominance in random outcomes
- Stochastic spanning tree problem
- A model-switching criterion for a class of stochastic linear programs
- Latent satisficing decision criterion
- Stochastic programming: An interactive multicriteria approach
- Portfolio theory for the recourse certainty equivalent maximizing investor
- Linear programming with stochastic processes as parameters as applied to production planning
- A new approach to uncertain parameter linear programming
- Programming the expansion of large-scale systems allowing for uncertainty and risk factors
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- The continuity of the optimum in parametric programming and applications to stochastic programming
- Confidence structures in decision making
- On stochastic programming. I: Static linear programming under risk
- Flexible solutions to systems of linear inequalities
- Composing batches with yield uncertainty
- Determination of the portfolio selection for a property-liability insurance company
- Fuzzy programming approach to multi-objective stochastic linear programming problems
- Dominance stochastic models in data envelopment analysis
- The interface between OR/MS and decision theory
- Modelling stochastic decision systems using dependent-chance programming
- Estimated stochastic programs with chance constraints
- Chance constrained programming with fuzzy parameters
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- Robustness in stochastic programming models
- Probabilistic constraints in primal and dual linear programs: Duality results
- A joint chance-constrained programming model with row dependence
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- On comparing interval numbers
- Applications of stochastic programming: Achievements and questions
- The single machine ready time scheduling problem with fuzzy processing times
- Risk-budgeting multi-portfolio optimization with portfolio and marginal risk constraints
- Modeling uncertainties with chance constraints
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- Mathematical programming methods for microgrid design and operations: a survey on deterministic and stochastic approaches
- Data-driven robust chance constrained problems: a mixture model approach
- Quasi-linear stochastic programming model based on expectation and variance and its application in transportation problem
- Robust optimization: lessons learned from aircraft routing
- A shortest-path-based approach for the stochastic knapsack problem with non-decreasing expected overfilling costs
- Multidemand multisource order quantity allocation with multiple transportation alternatives
- Models and algorithms for optimal piecewise-linear function approximation
- Global probability maximization for a Gaussian bilateral inequality in polynomial time
- Fuzzy decision making for multiobjective stochastic programming problems
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- A novel approach based on preference-based index for interval bilevel linear programming problem
- Improved handling of uncertainty and robustness in set covering problems
- Contingency planning during the formation of a supply chain
- Multiple shooting applied to robust reservoir control optimization including output constraints on coherent risk measures
- A review on ambiguity in stochastic portfolio optimization
- Mechanism design of fashion virtual enterprise under monitoring strategy
- Robust optimization approximation for ambiguous P-model and its application
- Lifting of probabilistic cover inequalities
- Satisficing data envelopment analysis: a Bayesian approach for peer mining in the banking sector
- Multipolar robust optimization
- A multicriteria optimization model for sustainable forest management under climate change uncertainty: an application in Portugal
- An efficient computational method for large scale surgery scheduling problems with chance constraints
- An efficient ranking technique for intuitionistic fuzzy numbers with its application in chance constrained bilevel programming
- A chance-constrained programming framework to handle uncertainties in radiation therapy treatment planning
- Modeling the shelter site location problem using chance constraints: a case study for Istanbul
- Computational tractability of chance constrained data envelopment analysis
- Uncertain convex programs: randomized solutions and confidence levels
- Chance-constrained programming with fuzzy stochastic coefficients
- Integrated inventory problem under trade credit in fuzzy random environment
- Multi-objective optimization in uncertain random environments
- A new equivalent transformation for interval inequality constraints of interval linear programming
- Probabilistic linear programming problems with exponential random variables: a technical note
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