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Chance-constrained programming in activity networks: A critical evaluation

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  • Elmaghraby, Salah E.
  • Soewandi, Hanijanto
  • Yao, Ming-Jong

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  • Elmaghraby, Salah E. & Soewandi, Hanijanto & Yao, Ming-Jong, 2001. "Chance-constrained programming in activity networks: A critical evaluation," European Journal of Operational Research, Elsevier, vol. 131(2), pages 440-458, June.
    • Handle: RePEc:eee:ejores:v:131:y:2001:i:2:p:440-458
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    References listed on IDEAS

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    1. Kress, Moshe, 1984. "The chance constrained critical path with location-scale distributions," European Journal of Operational Research, Elsevier, vol. 18(3), pages 359-363, December.
    2. A. Charnes & W. W. Cooper & G. H. Symonds, 1958. "Cost Horizons and Certainty Equivalents: An Approach to Stochastic Programming of Heating Oil," Management Science, INFORMS, vol. 4(3), pages 235-263, April.
    3. A. Charnes & W. W. Cooper & G. L. Thompson, 1964. "Critical Path Analyses Via Chance Constrained and Stochastic Programming," Operations Research, INFORMS, vol. 12(3), pages 460-470, June.
    4. Kamburowski, Jerzy, 1985. "An upper bound on the expected completion time of PERT networks," European Journal of Operational Research, Elsevier, vol. 21(2), pages 206-212, August.
    5. Sigal, C.E. & Pritsker, A.A.B. & Solberg, J.J., 1979. "The use of cutsets in Monte Carlo analysis of stochastic networks," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 21(4), pages 376-384.
    6. A. Charnes & W. W. Cooper, 1963. "Deterministic Equivalents for Optimizing and Satisficing under Chance Constraints," Operations Research, INFORMS, vol. 11(1), pages 18-39, February.
    7. D. G. Malcolm & J. H. Roseboom & C. E. Clark & W. Fazar, 1959. "Application of a Technique for Research and Development Program Evaluation," Operations Research, INFORMS, vol. 7(5), pages 646-669, October.
    8. A. Charnes & W. W. Cooper & G. L. Thompson, 1965. "Constrained Generalized Medians and Hypermedians as Deterministic Equivalents for Two-Stage Linear Programs under Uncertainty," Management Science, INFORMS, vol. 12(1), pages 83-112, September.
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    Cited by:

    1. Poojari, Chandra A. & Varghese, Boby, 2008. "Genetic Algorithm based technique for solving Chance Constrained Problems," European Journal of Operational Research, Elsevier, vol. 185(3), pages 1128-1154, March.
    2. Bregman, Robert L., 2009. "A heuristic procedure for solving the dynamic probabilistic project expediting problem," European Journal of Operational Research, Elsevier, vol. 192(1), pages 125-137, January.
    3. C Gurgur, 2009. "Optimal project portfolio selection with carryover constraint," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 60(12), pages 1649-1657, December.

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