Selecting tolerances in chance-constrained programming: A multiple objective linear programming approach

DOI10.1016/0167-6377(85)90034-3zbMath0565.90053OpenAlexW2087581775MaRDI QIDQ1058987

Terry R. Rakes, Gary R. Reeves

Publication date: 1985

Published in: Operations Research Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-6377(85)90034-3

zbMATH Keywords

chance-constrained programmingmultiple objective linear programmingselection of tolerances

Mathematics Subject Classification ID

Sensitivity, stability, parametric optimization (90C31) Linear programming (90C05) Stochastic programming (90C15) Management decision making, including multiple objectives (90B50)

Related Items (3)

A linear approximation method for solving a special class of the chance constrained programming problem ⋮ A simplified MOLP algorithm: The MOLP-S procedure ⋮ A stochastic approach for the optimization of open-loop engine control systems

Uses Software

• ADBASE

Cites Work

• Chance-Constrained Programming
• Multiple Objective Linear Programming with Interval Criterion Weights
• Technical Note—Minimax Procedure for a Class of Linear Programs under Uncertainty
• Reliability type inventory models based on stochastic programming
• A Review of Stochastic Linear Programming
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Selecting tolerances in chance-constrained programming: A multiple objective linear programming approach