Results 241 to 250 of about 5,851 (265)

Stochastic Chance-Constrained Programming

2002
As the second type of stochastic programming developed by Charnes and Cooper [41], chance-constrained programming (CCP) offers a powerful means of modeling stochastic decision systems with assumption that the stochastic constraints will hold at least a of time, where a is referred to as the confidence level provided as an appropriate safety margin by ...
openaire   +1 more source

On mixing sets arising in chance-constrained programming

Mathematical Programming, 2010
This article considers chance-constrained, mixed-integer programming problems with knapsack constraints. The first section outlines the background to this problem including the practical applications, survey of the literature and preliminary definitions of chance-constrained problems.
openaire   +2 more sources

Redefining chance-constrained programming in fuzzy environment

Fuzzy Sets and Systems, 2002
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
openaire   +2 more sources

Deterministic Solutions for a Class of Chance-Constrained Programming Problems

Operations Research, 1967
It is desired to select a deterministic decision vector x to maximize a function Z(x) subject to one or more independent probability constraints of the form Pr[y(x) ≦ 0] ≧ α, where y(x) is a random vector for each given vector x, and α is a given probability.
openaire   +2 more sources

A Chance Constrained Approach to Fractional Programming with Random Numerator

Journal of Mathematical Modelling and Algorithms, 2009
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
openaire   +1 more source

Chance-constrained programming

2001
Saul I. Gass, Carl M. Harris
openaire   +1 more source

A MCMC/Bernstein approach to chance constrained programs

2014 American Control Conference, 2014
Zinan Zhao, Mrinal Kumar 0002
openaire   +1 more source

Response to “Decision Problems Under Risk and Chance Constrained Programming: Dilemmas in the Transition”

Management Science, 1983
W W Cooper, A Charnes
exaly  

Decision Problems Under Risk and Chance Constrained Programming: Dilemmas in the Transition

Management Science, 1981
James G Morris
exaly  

Chance constrained programming approaches to congestion in stochastic data envelopment analysis

European Journal of Operational Research, 2004
Zhimin Huang, Susan X Li, William W Cooper   +2 more
exaly