Results 1 to 10 of about 5,752 (166)

Power System Day-Ahead Unit Commitment Based on Chance-Constrained Dependent Chance Goal Programming

open access: yesEnergies, 2018
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
doaj   +3 more sources

Designing a Multi-objective Stochastic programming model for portfolio selection [PDF]

open access: yesمدیریت صنعتی, 2015
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
doaj   +1 more source

Chance Constrained Programming with Exponential Input Coefficients [PDF]

open access: yesThe Egyptian Statistical Journal, 2017
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
doaj   +1 more source

Optimistic and Pessimistic Fuzzy Data Envelopment Analysis: Empirical Evidence from Tehran Stock Market

open access: yesFuzzy Optimization and Modeling, 2021
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
doaj   +1 more source

On the Study of Some Fuzzy Stochastic Linear Multiobjective Programming Problems [PDF]

open access: yesThe Egyptian Statistical Journal, 1995
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
doaj   +1 more source

Random-Fuzzy Chance-Constrained Programming Optimal Power Flow of Wind Integrated Power Considering Voltage Stability

open access: yesIEEE Access, 2020
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
doaj   +1 more source

A multi period portfolio selection using chance constrained programming [PDF]

open access: yesDecision Science Letters, 2017
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
doaj   +1 more source

A chance-constrained stochastic approach to intermodal container routing problems. [PDF]

open access: yesPLoS ONE, 2018
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
doaj   +1 more source

Diameter Constrained Fuzzy Minimum Spanning Tree Problem [PDF]

open access: yesInternational Journal of Computational Intelligence Systems, 2013
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
doaj   +1 more source

A Comprehensive Network Restoration Model for Active Distribution Network Considering Forecast Uncertainty

open access: yesIEEE Access, 2021
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
doaj   +1 more source

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