Search Results - subject:"Chance constraint"

Solution of multi-item interval valued solid transportation problem with safety measure using different methods

Baidya, A.; Bera, U. K.; Maiti, M. - In: Opsearch : journal of the Operational Research Society … 51 (2014) 1, pp. 1-22

Persistent link: https://www.econbiz.de/10010376485

Decomposition approaches for block-structured chance-constrained programs with application to hydro-thermal unit commitment

Ackooij, Wim van - In: Mathematical methods of operations research 80 (2014) 3, pp. 227-253

Persistent link: https://www.econbiz.de/10010442262

Risk management in liner ship fleet deployment: A joint chance constrained programming model

Wang, Tingsong; Meng, Qiang; Wang, Shuaian; Tan, Zhijia - In: Transportation Research Part E: Logistics and … 60 (2013) C, pp. 1-12

This paper provides a tangible methodology to deal with the liner ship fleet deployment problem aiming at minimizing the total cost while maintaining a service level under uncertain container demand. The problem is first formulated as a joint chance constrained programming model, and the sample...

Persistent link: https://www.econbiz.de/10010755159

Safe approximations of ambiguous chance constraints using historical data

Yanıkoğlu, İhsan; Hertog, Dirk den - In: INFORMS journal on computing : JOC 25 (2013) 4, pp. 666-681

Persistent link: https://www.econbiz.de/10010203615

Risk management in liner ship fleet deployment : a joint chance constrained programming model

Wang, Tingsong; Meng, Qiang; Wang, Shuaian; Tan, Zhijia - In: Transportation research / E : an international journal 60 (2013), pp. 1-12

Persistent link: https://www.econbiz.de/10010244122

Dynamic Traffic Assignment under Uncertainty: A Distributional Robust Chance-Constrained Approach

Chung, Byung; Yao, Tao; Zhang, Bo - In: Networks and Spatial Economics 12 (2012) 1, pp. 167-181

Persistent link: https://www.econbiz.de/10010865594

Chance Constrained Optimal Design of Composite Channels Using Meta-Heuristic Techniques

Reddy, M. Janga; Adarsh, S. - In: Water Resources Management 24 (2010) 10, pp. 2221-2235

Optimal design of irrigation channels has an important role in planning and management of irrigation projects. The input parameters used in design of irrigation channels are prone to uncertainty and may result in failure of channels. To improve the overall reliability and cost effectiveness,...

Persistent link: https://www.econbiz.de/10010794276

α-Conservative approximation for probabilistically constrained convex programs

Takano, Yuichi; Gotoh, Jun-ya - In: Computational Optimization and Applications 46 (2010) 1, pp. 113-133

Persistent link: https://www.econbiz.de/10008552374

A CHANCE-CONSTRAINED PORTFOLIO SELECTION PROBLEM UNDER t-DISTRIBUTION

WANG, YI; CHEN, ZHIPING; ZHANG, KECUN - In: Asia-Pacific Journal of Operational Research (APJOR) 24 (2007) 04, pp. 535-556

return data by adding only one more parameter relative to the normal; the downside loss risk is controlled by a chance … constraint which, including VaR as a special case, is flexible in terms of adjusting the threshold return and the loss …

Persistent link: https://www.econbiz.de/10005080670

A simulation factory control model under a chance constraint

Dimitri, Golenko-Ginzburg; Shimon, Sitniakovski; … - In: Mathematics and Computers in Simulation (MATCOM) 57 (2001) 1, pp. 5-18

level, in order to minimize the factory’s average total expenses under a chance constraint. The optimal variables are the …

Persistent link: https://www.econbiz.de/10011050196