New Deterministic Solution to a chance constrained linear programming model with Weibull Random Coefficients

In this paper, the chance-constrained programming (CCP) technique is considered, when exist some dependent exponential distributed random parameters. Firstly, a proposed bivariate exponential distribution is presented. Secondly, a transforming method to convert chance constraints to its equivalent deterministic ones. That through two cases: (i) dividual (joint) constraints, (ii) individual constraints. Finally a numerical example is introduced to illustrate the converting method of the chance constraints to its equivalent deterministic ones.

http://www.m-hikari.com/ijcms/ijcms-2020/1-4-2020/p/eldashIJCMS1-4-2020.pdf

Probabilistic programming approach with dependent random parameters

: Selected recent developments in chance-constrained programming both published, unpublished and new, are presented in a framework which unifies the many variants of probabilistic programming under the rubric of chance- constrained programming. Developments presented range from two stage linear programming under uncertainty, through acceptance region theory, and cross chance-constrained games.

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A. Charnes

Papers

Selected Recent Developments in Chance-Constrained Programming