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

DOI10.1016/0167-6377(85)90034-3MaRDI QIDQ1058987zbMATH OpenOpenAlexFDO

Authors 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

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

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Cites work

• scientific article; zbMATH DE number 3532701 (Why is no real title available?)
• scientific article; zbMATH DE number 3598214 (Why is no real title available?)
• scientific article; zbMATH DE number 3414075 (Why is no real title available?)
• A Review of Stochastic Linear Programming
• Chance-constrained programming
• Multiple Objective Linear Programming with Interval Criterion Weights
• Reliability type inventory models based on stochastic programming
• Technical Note—Minimax Procedure for a Class of Linear Programs under Uncertainty

Cited in

(6)

• A simulated annealing approach for reliability-based chance-constrained programming
• A linear approximation method for solving a special class of the chance constrained programming problem
• A Linear Approximation for Chance-Constrained Programming
• Using integer programming for balancing return and risk in problems with individual chance constraints
• A simplified MOLP algorithm: The MOLP-S procedure
• A stochastic approach for the optimization of open-loop engine control systems

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Uses Software

• ADBASE

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