Gamma distribution approach in chance-constrained stochastic programming model

DOI10.1186/1029-242X-2011-108MaRDI QIDQ366033zbMATH OpenOpenAlexWikidataFDO

Authors Ayşen Apaydin, Kumru Didem Atalay

Publication date 10 September 2013

Published in Journal of Inequalities and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1186/1029-242x-2011-108

zbMATH Keywords

gamma distributionchance-constrained programmingessen inequality

Mathematics Subject Classification ID

Stochastic programming (90C15)

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Cites work

• A Generalization of Some Distribution Aspects of Chance-Constrained Linear Programming
• A PTAS for the chance-constrained knapsack problem with random item sizes
• A chance-constrained approach to stochastic line balancing problem
• A compromise solution for the multiobjective stochastic linear programming under partial uncertainty
• An interactive fuzzy satisficing method for multiobjective stochastic linear programming problems through an expectation model
• Chance constrained fuzzy goal programming with right-hand side uniform random variable coefficients
• Chance constrained programming with fuzzy parameters
• Chance-constrained programming
• Convexity of chance constraints with independent random variables
• Fuzzy chance-constrained portfolio selection
• Fuzzy programming approach to multi-objective stochastic linear programming problems
• Global optimization of robust chance constrained problems
• Probabilistic programming for nitrate pollution control: Comparing different probabilistic constraint approximations

Cited in

(3)

• Joint chance constrained programming with dependent parameters
• Edgeworth series approximation for gamma type chance constraints
• Change-constrained stochastic programming problem with normal, t and skew normal, skew t distributions

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