An efficient uncertain chance constrained geometric programming model based on value-at-risk for truss structure optimization problems

DOI10.1016/j.cam.2024.116347MaRDI QIDQ6664851

Jie Chen, Haoxuan Li, Xiangfeng Yang

Publication date: 16 January 2025

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

zbMATH Keywords

value-at-riskgeometric programmingchance constraintsuncertainty theorytwo-bar truss

Mathematics Subject Classification ID

Mathematical programming (90Cxx) Actuarial science and mathematical finance (91Gxx) Operations research and management science (90Bxx)

Cites Work

• Unnamed Item
• Stochastic geometric programming with joint probabilistic constraints
• Portfolio selection of uncertain random returns based on value at risk
• Risk metrics of loss function for uncertain system
• Fuzzy geometric programming approach to a fuzzy machining economics model
• Solving geometric programming problems with triangular and trapezoidal uncertainty distributions
• Solving geometric programming problems with normal, linear and zigzag uncertainty distributions
• Uncertainty theory
• Uncertainty theory

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