Search Results - subject:"chance constrained programming"

Chance-constrained optimization of reliable fixed broadband wireless networks

Claßen, Grit; Koster, Arie M.C.A.; Coudert, David; … - In: INFORMS journal on computing : JOC 26 (2014) 4, pp. 893-909

Persistent link: https://www.econbiz.de/10010477687

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), where we differentiate the quality of service (QoS) and measure the related network performance under uncertain demand. The upper level problem of PNDP designs...

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

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 … programming (CCP) approach, which is capable to handle with such an optimization problem containing random variables and …

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

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

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

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 …

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

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