A Linear Approximation for Chance-Constrained Programming

DOI10.2307/2581946zbMath0608.90095OpenAlexW4241892229MaRDI QIDQ3748080

Scott R. Swenseth, David L. Olson

Publication date: 1987

Published in: The Journal of the Operational Research Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/2581946

zbMATH Keywords

linear approximationgoal programmingapproximation formulamultiple-objective programmingconflicting objectivesChance constraintsproblems with varying degrees of uncertainty

Mathematics Subject Classification ID

Sensitivity, stability, parametric optimization (90C31) Linear programming (90C05) Stochastic programming (90C15) Management decision making, including multiple objectives (90B50)

Related Items (8)

Evaluation of the accuracy of Naslund's approximation for managerial decision making under uncertainty ⋮ Design of a facility layout problem in cellular manufacturing systems with stochastic demands ⋮ A linear approximation method for solving a special class of the chance constrained programming problem ⋮ Stochastic optimization for blending problem in brass casting industry ⋮ Genetic algorithm based technique for solving chance constrained problems ⋮ Decision-maker's preferences modeling in the stochastic goal programming ⋮ A bi-objective incomplete hub location-routing problem with flow shipment scheduling ⋮ Probabilistic programming for nitrate pollution control: Comparing different probabilistic constraint approximations

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