Search Results - subject:"Constrained programming"

Stochastic DEA Models With Different Types of Input-Output Disturbances

Huang, Zhimin; Li, Susan - In: Journal of Productivity Analysis 15 (2001) 2, pp. 95-113

with other DMUs and can becharacterized by solving a chance constrained programming problem.By utilizing the theory of … chance constrained programming, deterministicequivalents are obtained for both situations of multivariatesymmetric random …

Persistent link: https://www.econbiz.de/10010866093

Probabilistic Bounds on the Virtual Multipliers in Data Envelopment Analysis: Polyhedral Cone Constraints

Olesen, Ole; Petersen, Niels - In: Journal of Productivity Analysis 12 (1999) 2, pp. 103-133

suggested approach involves a stochastic (chance constrained) programming model with multipliers constrained to the cone spanned …

Persistent link: https://www.econbiz.de/10011154970

The Value of Considering Autocorrelation Between Inflows in the Stochastic Planning of Water Resource Systems

Rangarajan, Srinivasan; Simonovic, Slobodan - In: Water Resources Management 13 (1999) 6, pp. 427-442

Reliability programming formulations offer a family ofexplicit stochastic models for planning the operationof complex water resources systems. These models usecumulative probability distributions of the sum ofinflows to characterize their variability in theplanning period. Applicability of these...

Persistent link: https://www.econbiz.de/10010794852

The Deterministic Equivalents of Chance-Constrained Programming

Kim, C.S.; Schaible, Glenn D.; Segarra, Eduardo - In: Journal of Agricultural Economics Research, 2

variance of a truncated normal distribution. Third, chance-constrained programming can be converted into deterministic …

Persistent link: https://www.econbiz.de/10010879232

Note---Response

Jagannathan, R. - In: Management Science 33 (1987) 10, pp. 1229-1231

recourse and chance-constrained programming models. Management Sci. 31 96--108.) must be linear in F<sub>1</sub>, and … consequently my results pertaining to chance-constrained programming are not valid. In this note, I show through a simple …LaValle (LaValle, I. H. 1987. Response to `Use of sample information in stochastic recourse and chance-constrained …

Persistent link: https://www.econbiz.de/10009191304

Note---Response to "Use of Sample Information in Stochastic Recourse and Chance-Constrained Programming Models": On the "Bayesability" of CCP's

LaValle, Irving H. - In: Management Science 33 (1987) 10, pp. 1224-1228

programming models. Management Sci. 31 96--108.) invocation of a utility function for a chance-constrained programming problem …Jagannathan's (Jagannathan, R. 1985. Use of sample information in stochastic recourse and chance-constrained …

Persistent link: https://www.econbiz.de/10009214131

Note---Blau's Dilemma Revisited

Nau, Robert F. - In: Management Science 33 (1987) 10, pp. 1232-1237

The issue of equivalence between chance-constrained programming problems (CCPP's) and Bayesian utility … framework of chance-constrained programming are illustrated in a numerical example due to Jagannathan. …

Persistent link: https://www.econbiz.de/10009214304

Emergency Government Interventions: Case Study of Natural Gas Shortages

Charnes, Abraham; Cooper, William W.; Gorr, Wilpen L.; … - In: Management Science 32 (1986) 10, pp. 1242-1258

We present a framework, decision models, and supporting methods to improve government's decisions on a class of intervention problems. The example used is on natural gas shortages. We provide three decision models that move progressively from regulated market mechanisms as a means of gas...

Persistent link: https://www.econbiz.de/10009214796

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

Hogan, Andrew J.; Morris, James G.; Thompson, Howard E. - In: Management Science 27 (1981) 6, pp. 698-716

Some important conceptual problems concerning the application of chance constrained programming (CCP) to risky …

Persistent link: https://www.econbiz.de/10009214045