Search Results - subject:"chance constrained programming"

AN EVALUATION OF POST CONSERVATION RESERVE PROGRAM ALTERNATIVES IN THE TEXAS HIGH PLAINS

Johnson, Phillip N.; Segarra, Eduardo - In: Journal of Agricultural and Applied Economics 27 (1995) 02

using chance-constrained programming. It was found that if CRP contracts are extended at the current average rental rate, 40 …

Persistent link: https://www.econbiz.de/10005802749

The Use of Data Envelopment Analysis with Probabilistic Assurance Regions for Measuring Hospital Efficiency

Olesen, Ole; Petersen, Niels - In: Journal of Productivity Analysis 17 (2002) 1, pp. 83-109

This paper uses Data Envelopment Analysis (DEA) for an estimation of the cost efficiency of 70 Danish hospitals. The analysis relates to a cost function based on 483 outputs in combination with a set of probabilistic assurance regions defined by the cost distributions for each output. It is...

Persistent link: https://www.econbiz.de/10010865995

Stochastic Linear Programming Model for Corn Residue Supply, A

Bouzaher, Aziz; Offutt, Susan - Center for Agricultural and Rural Development (CARD), … - 1990

approaches. Because of the stochastic nature of the problem both Monte Carlo simulation and chance-constrained programming are …

Persistent link: https://www.econbiz.de/10005786679

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