Search Results - subject:"Chance constraint"

Methodological Aspects of Controlling Multilevel Man-Machine Organization Systems

GOLENKO-GINZBURG, Dimitri; BEN-YAIR, Avner; SWID, Nitzan - In: Informatica Economica 17 (2013) 3, pp. 16-27

hierarchical on-line control model under chance constraint is presented. The model comprises a chance constraint at the upper level … the average total expenses within the planning horizon while the chance constraint is the minimal permissible probability …

Persistent link: https://www.econbiz.de/10011145578

A factional stochastic integer programming problem for reliability-to-stability ratio in forest harvesting

Lejeune, Miguel A.; Kettunen, Janne - In: Computational Management Science : CMS 15 (2018) 3/4, pp. 583-597

Persistent link: https://www.econbiz.de/10011923008

The vehicle routing problem with hard time windows and stochastic service times

Errico, Fausto; Desaulniers, Guy; Gendreau, Michel; Rei, W. - In: EURO journal on transportation and logistics 7 (2018) 3, pp. 223-251

Persistent link: https://www.econbiz.de/10011900827

On integrated chance constraints in alm for pension funds

Toukourou, Youssouf A. F.; Boutin-Dufresne, François - In: Astin bulletin : the journal of the International … 48 (2018) 2, pp. 571-609

Persistent link: https://www.econbiz.de/10011875667

Multisourcing supply network design : two-stage chance-constrained model, tractable approximations, and computational results

Liu, Yongzheng; Shu, Jia; Song, Miao; Zhang, Jiawei; … - In: INFORMS journal on computing : JOC 29 (2017) 2, pp. 287-300

Persistent link: https://www.econbiz.de/10011691191

Incorporating driving range variability in network design for refueling facilities

Vries, Harwin de; Duijzer, Evelot - In: Omega : the international journal of management science 69 (2017), pp. 102-114

Persistent link: https://www.econbiz.de/10011698916

Solving nonlinear interval optimization problem using stochastic programming technique

Kumar, P.; Panda, G. - In: Opsearch : journal of the Operational Research Society … 54 (2017) 4, pp. 752-765

Persistent link: https://www.econbiz.de/10011847538

Combining revenue and equity in capacity allocation of imaging facilities

Zhou, Liping; Geng, Na; Wang, Xiuxian - In: European journal of operational research : EJOR 256 (2017) 2, pp. 619-628

Persistent link: https://www.econbiz.de/10011612104

A joint model of probabilistic/robust constraints for gas transport management in stationary networks

Grandón, T. González; Heitsch, Holger; Henrion, René - In: Computational Management Science : CMS 14 (2017) 3, pp. 443-460

Persistent link: https://www.econbiz.de/10011710885

Safe Approximations of Chance Constraints Using Historical Data

Den Hertog, Dick; Yanikoglu, I. - Tilburg University, Center for Economic Research - 2011

This paper proposes a new way to construct uncertainty sets for robust optimization. Our approach uses the available historical data for the uncertain parameters and is based on goodness-of-fit statistics. It guarantees that the probability that the uncertain constraint holds is at least the...

Persistent link: https://www.econbiz.de/10011092359