Gamma distribution approach in chance-constrained stochastic programming model

DOI10.1186/1029-242X-2011-108zbMATH Open1273.90131OpenAlexW2134438775WikidataQ59267878 ScholiaQ59267878MaRDI QIDQ366033FDOQ366033

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

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zbMATH Keywords

gamma distributionchance-constrained programmingessen inequality

Mathematics Subject Classification ID

Stochastic programming (90C15)

Cites Work

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

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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