A linear approximation method for solving a special class of the chance constrained programming problem
From MaRDI portal
Publication:1129979
DOI10.1016/0377-2217(92)00437-PzbMath0915.90216OpenAlexW2048081581MaRDI QIDQ1129979
Zare M. Yahia, Ahmad Daneshmand
Publication date: 5 November 1998
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0377-2217(92)00437-p
Multi-objective and goal programming (90C29) Nonlinear programming (90C30) Stochastic programming (90C15)
Related Items (8)
ISMISIP: an inexact stochastic mixed integer linear semi-infinite programming approach for solid waste management and planning under uncertainty ⋮ Genetic algorithm based technique for solving chance constrained problems ⋮ Planning of municipal solid waste management systems under dual uncertainties: a hybrid interval stochastic programming approach ⋮ Multistage scenario-based interval-stochastic programming for planning water resources allocation ⋮ Identification of optimal plans for municipal solid waste management in an environment of fuzziness and two-layer randomness ⋮ Analysis and comparisons of some solution concepts for stochastic programming problems ⋮ A hybrid inexact-stochastic water management model ⋮ Probabilistic programming for nitrate pollution control: Comparing different probabilistic constraint approximations
Cites Work
- Unnamed Item
- Experimental study on the efficiency and accuracy of a chance-constrained programming algorithm
- Selecting tolerances in chance-constrained programming: A multiple objective linear programming approach
- Chance-Constrained Programming
- A Linear Approximation for Chance-Constrained Programming
- A Cutting Plane Approach for Chance Constrained Linear Programs
- A GENERALIZED CHANCE CONSTRAINT PROGRAMMING PROBLEM
- Public Facilities Location Under Stochastic Demand
- A Stochastic Programming Model
- Chance Constrained Programming with Joint Constraints
- Chance-Constrained Programming with 0-1 or Bounded Continuous Decision Variables
- Safety-First Rules under Chance-Constrained Linear Programming
- Constructing Sets of Uniformly Tighter Linear Approximations for a Chance Constraint
This page was built for publication: A linear approximation method for solving a special class of the chance constrained programming problem