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Modelling stochastic decision systems using dependent-chance programming

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  • Liu, Baoding
  • Iwamura, Kakuzo

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  • Liu, Baoding & Iwamura, Kakuzo, 1997. "Modelling stochastic decision systems using dependent-chance programming," European Journal of Operational Research, Elsevier, vol. 101(1), pages 193-203, August.
    • Handle: RePEc:eee:ejores:v:101:y:1997:i:1:p:193-203
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    References listed on IDEAS

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    1. A. Charnes & W. W. Cooper, 1959. "Chance-Constrained Programming," Management Science, INFORMS, vol. 6(1), pages 73-79, October.
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    Cited by:

    1. Wong, Man Hong, 2013. "Investment models based on clustered scenario trees," European Journal of Operational Research, Elsevier, vol. 227(2), pages 314-324.
    2. Rossi, Roberto & Armagan Tarim, S. & Hnich, Brahim & Prestwich, Steven & Guran, Cahit, 2009. "A note on Liu-Iwamura's dependent-chance programming," European Journal of Operational Research, Elsevier, vol. 198(3), pages 983-986, November.
    3. Borodin, Valeria & Dolgui, Alexandre & Hnaien, Faicel & Labadie, Nacima, 2016. "Component replenishment planning for a single-level assembly system under random lead times: A chance constrained programming approach," International Journal of Production Economics, Elsevier, vol. 181(PA), pages 79-86.
    4. Zhou, Feng & Huang, Gordon H. & Chen, Guo-Xian & Guo, Huai-Cheng, 2009. "Enhanced-interval linear programming," European Journal of Operational Research, Elsevier, vol. 199(2), pages 323-333, December.
    5. Caballero, Rafael & Cerda, Emilio & del Mar Munoz, Maria & Rey, Lourdes, 2004. "Stochastic approach versus multiobjective approach for obtaining efficient solutions in stochastic multiobjective programming problems," European Journal of Operational Research, Elsevier, vol. 158(3), pages 633-648, November.
    6. S. Tarim & Brahim Hnich & Steven Prestwich & Roberto Rossi, 2009. "Finding reliable solutions: event-driven probabilistic constraint programming," Annals of Operations Research, Springer, vol. 171(1), pages 77-99, October.
    7. Jones, D. F. & Mirrazavi, S. K. & Tamiz, M., 2002. "Multi-objective meta-heuristics: An overview of the current state-of-the-art," European Journal of Operational Research, Elsevier, vol. 137(1), pages 1-9, February.

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