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Power System Day-Ahead Unit Commitment Based on Chance-Constrained Dependent Chance Goal Programming
In the context of large-scale renewable energy integrated into an electrical power system, the effects of power forecast errors on the power balance equation of the power system unit commitment model is considered.
Zhiwei Li +3 more
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Designing a Multi-objective Stochastic programming model for portfolio selection [PDF]
In traditional portfolio selection model coefficients often are certain and deterministic, but in real world these coefficients are probabilistic. So decision maker cannot estimate them exactly.
Alireza Sharifisalim +3 more
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Chance Constrained Programming with Exponential Input Coefficients [PDF]
In this paper, we consider the chance constrained programming (CCP) technique when at least two of the LHS input coefficients are random with a two-parameter exponential distribution. Two approaches are introduced to transform CCP into deterministic: (i)
Nada Hafez, Afaf El-Dash, Nagwa Albehery
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In this paper, the fuzzy chance-constrained data envelopment analysis (FCCDEA) approach is presented for stock evaluation and portfolio selection under data ambiguity.
Pejman Peykani +4 more
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On the Study of Some Fuzzy Stochastic Linear Multiobjective Programming Problems [PDF]
The different possible formulations of what could be called a fuzzy chance-constrained linear multiobjective programming problem are presented and their equivalent linear deterministic forms are deduced using the chance-constraints approach of stochastic
Nadia Girgis, Maha El-Ashram
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Considering the random and fuzzy nature of wind speed, this paper proposes a multi-objective random-fuzzy chance-constrained programming optimal power flow (OPF) for wind integrated power systems.
Rui Ma +4 more
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A multi period portfolio selection using chance constrained programming [PDF]
This paper considers a portfolio selection problem with normally distributed returns and different rates for borrowing and lending. The primary concern is to determine the amount of investment in different planning horizons when the rate of borrowing is ...
Khadijeh Hassanlo
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A chance-constrained stochastic approach to intermodal container routing problems. [PDF]
We consider a container routing problem with stochastic time variables in a sea-rail intermodal transportation system. The problem is formulated as a binary integer chance-constrained programming model including stochastic travel times and stochastic ...
Yi Zhao +3 more
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Diameter Constrained Fuzzy Minimum Spanning Tree Problem [PDF]
In this paper, we have studied the constrained version of the fuzzy minimum spanning tree problem. Costs of all the edges are considered as fuzzy numbers.
Sk. Md. Abu Nayeem, Madhumangal Pal
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The active distribution network management (ADNM) equipped by active distribution networks (ADNs) can enhance the resilience of the network after failure.
Guanghe Wang +6 more
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