Chance constrained programming with some non-normal continuous random variables

DOI10.1007/S12597-020-00454-9OpenAlexW3033874439MaRDI QIDQ2656565FDOQ2656565

Authors D. K. Mohanty, Avik Pradhan, M. P. Biswal

Publication date 11 March 2021

Published in Opsearch (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s12597-020-00454-9

zbMATH Keywords

stochastic programmingchance constrained programmingtriangular distributiontrapezoidal distributionpower function distribution

Mathematics Subject Classification ID

Operations research and management science (90Bxx)

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Cited in

(3)

• Chance constraint programming problems with parameters as exponential random variable
• Change-constrained stochastic programming problem with normal, t and skew normal, skew t distributions
• Nonlinear fuzzy chance constrained approach for multi-objective mixed fuzzy-stochastic optimization problem

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Uses Software

• LINDO
• LINGO

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