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

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zbMATH Keywords

stochastic programmingchance constrained programmingtriangular distributiontrapezoidal distributionpower function distribution

Mathematics Subject Classification ID

Operations research and management science (90Bxx)

Cites Work

• Chance-constrained programming
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• Fuzzy multiple attribute decision making. Methods and applications. In collaboration with Frank P. Hwang
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• A Research Bibliography in Stochastic Programming, 1955–1975
• An Application of Chance Constrained Programming to Portfolio Selection in a Casualty Insurance Firm
• Nonnormal deterministic equivalents and a transformation in stochastic mathematical programming
• A characterization of the power function distribution
• Chance-constrained model for uncertain job shop scheduling problem
• Multi-choice probabilistic linear programming problem
• Probabilistic linear programming problems with exponential random variables: a technical note
• Computation of some stochastic linear programming problems with Cauchy and extreme value distributions
• Generalized trapezoidal distributions
• Probabilistic linearly constrained programming problems with lognormal random variables.
• Computation of probabilistic linear programming problems involving normal and log-normal random variables with a joint constraint
• Stochastic programming problems involving Pareto distribution
• Sum of three and more triangular random variables

Cited In (3)

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

Uses Software

• LINDO
• LINGO

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