A note on Liu-Iwamura's dependent-chance programming
Sometimes a complex stochastic decision system undertakes multiple tasks called events, and the decision-maker wishes to maximize the chance functions which are defined as the probabilities of satisfying these events. Originally introduced by Liu and Iwamura [B. Liu, K. Iwamura, Modelling stochastic decision systems using dependent-chance programming, European Journal of Operational Research 101 (1997) 193-203], dependent-chance programming is aimed at maximizing some chance functions of events in an uncertain environment. In this work, we show that the original dependent chance-programming framework needs to be extended in order to capture an exact reliability measure for a given plan.
Year of publication: |
2009
|
---|---|
Authors: | Rossi, Roberto ; Armagan Tarim, S. ; Hnich, Brahim ; Prestwich, Steven ; Guran, Cahit |
Published in: |
European Journal of Operational Research. - Elsevier, ISSN 0377-2217. - Vol. 198.2009, 3, p. 983-986
|
Publisher: |
Elsevier |
Keywords: | Inventory control Integer programming Constraint programming Demand uncertainty |
Saved in:
Online Resource
Saved in favorites
Similar items by person
-
A note on Liu–Iwamura’s dependent-chance programming
Rossi, Roberto, (2009)
-
Finding reliable solutions: event-driven probabilistic constraint programming
Tarim, S.Armagan, (2009)
-
Constraint programming for stochastic inventory systems under shortage cost
Rossi, Roberto, (2012)
- More ...