Search Results - subject:"chance constrained"

A new chance-constrained DEA model with birandom input and output data

Tavana, Madjid; Shiraz, Rashed Khanjani; … - In: Journal of the Operational Research Society : OR 65 (2014) 12, pp. 1824-1839

Persistent link: https://www.econbiz.de/10010481180

Cost-effective biodiversity restoration with uncertain growth in forest habitat quality

Gren, Ing-Marie; Baxter, Peter; Mikusinski, Grzegorz; … - In: Journal of forest economics : JFE 20 (2014) 1, pp. 77-92

Persistent link: https://www.econbiz.de/10010436210

Optimization models for differentiating quality of service levels in probabilistic network capacity design problems

Shen, Siqian; Chen, Zhihao - In: Transportation Research Part B: Methodological 58 (2013) C, pp. 71-91

This paper develops various chance-constrained models for optimizing the probabilistic network design problem (PNDP …

Persistent link: https://www.econbiz.de/10010730390

Optimization of Industrial Structure Considering the Uncertainty of Water Resources

Ren, C.; Guo, P.; Li, M.; Gu, J. - In: Water Resources Management 27 (2013) 11, pp. 3885-3898

uncertainty of water resources incorporating chance constrained programming and fractional programming. In this paper, the …

Persistent link: https://www.econbiz.de/10010794514

Optimal planning for wind power capacity in an electric power system

Xu, M.; Zhuan, X. - In: Renewable Energy 53 (2013) C, pp. 280-286

. Within the probabilistic framework, the wind power capacity planning problem is addressed by the chance constrained …

Persistent link: https://www.econbiz.de/10010806535

Inexact joint-probabilistic chance-constrained programming with left-hand-side randomness: An application to solid waste management

Sun, Wei; Huang, Guo H.; Lv, Ying; Li, Gongchen - In: European Journal of Operational Research 228 (2013) 1, pp. 217-225

-probabilistic left-hand-side chance-constrained programming (IJLCP) method was developed and applied to a municipal solid waste … programming model. Improving upon conventional right-hand-side chance-constrained programming, the IJLCP can not only reflect …

Persistent link: https://www.econbiz.de/10010871107

Economic value of carbon sequestration in forests under multiple sources of uncertainty

Gren, Ing-Marie; Carlsson, Mattias - In: Journal of Forest Economics 19 (2013) 2, pp. 174-189

-first approach in a chance constrained programming framework which also accounts for variability in control costs. The theoretical …

Persistent link: https://www.econbiz.de/10010664289

AN IMPROVED CONVEX 0-1 QUADRATIC PROGRAM REFORMULATION FOR CHANCE-CONSTRAINED QUADRATIC KNAPSACK PROBLEMS

JI, SHUHUI; ZHENG, XIAOJIN; SUN, XIAOLING - In: Asia-Pacific Journal of Operational Research (APJOR) 30 (2013) 03, pp. 1340009-1

We consider a chance-constrained quadratic knapsack problem (CQKP) where each item has a random size that is finitely …

Persistent link: https://www.econbiz.de/10010671609

A linear programming approach for linear programs with probabilistic constraints

Reich, Daniel - In: European Journal of Operational Research 230 (2013) 3, pp. 487-494

We study a class of mixed-integer programs for solving linear programs with joint probabilistic constraints from random right-hand side vectors with finite distributions. We present greedy and dual heuristic algorithms that construct and solve a sequence of linear programs. We provide optimality...

Persistent link: https://www.econbiz.de/10010679108

Optimisation of allocated portfolio using multi-objective stochastic programming

Ekhtiari, Mostafa; Alinezhad, Alireza; Kazemi, Abolfazl - In: International Journal of Financial Services Management 6 (2013) 2, pp. 155-169

Chance Constrained Programming (CCP). In this paper, by combining CCP approach and GAP method a new model called Chance … Constrained Goal Attainment Programming (CCGAP) is proposed which can be used to optimise multi-objective stochastic problems …

Persistent link: https://www.econbiz.de/10010691663