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A linear approximation method for solving a special class of the chance constrained programming problem

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  • Zare M., Yahia
  • Daneshmand, Ahmad

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  • Zare M., Yahia & Daneshmand, Ahmad, 1995. "A linear approximation method for solving a special class of the chance constrained programming problem," European Journal of Operational Research, Elsevier, vol. 80(1), pages 213-225, January.
    • Handle: RePEc:eee:ejores:v:80:y:1995:i:1:p:213-225
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    References listed on IDEAS

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    1. Bruce L. Miller & Harvey M. Wagner, 1965. "Chance Constrained Programming with Joint Constraints," Operations Research, INFORMS, vol. 13(6), pages 930-945, December.
    2. Seppala, Yrjo & Orpana, Tuomo, 1984. "Experimental study on the efficiency and accuracy of a chance-constrained programming algorithm," European Journal of Operational Research, Elsevier, vol. 16(3), pages 345-357, June.
    3. Andrés Weintraub & Jorge Vera, 1991. "A Cutting Plane Approach for Chance Constrained Linear Programs," Operations Research, INFORMS, vol. 39(5), pages 776-785, October.
    4. C. van de Panne & W. Popp, 1963. "Minimum-Cost Cattle Feed Under Probabilistic Protein Constraints," Management Science, INFORMS, vol. 9(3), pages 405-430, April.
    5. Fredrick S. Hillier, 1967. "Chance-Constrained Programming with 0-1 or Bounded Continuous Decision Variables," Management Science, INFORMS, vol. 14(1), pages 34-57, September.
    6. Yrjö Seppälä, 1971. "Constructing Sets of Uniformly Tighter Linear Approximations for a Chance Constraint," Management Science, INFORMS, vol. 17(11), pages 736-749, July.
    7. J. K. Sengupta, 1969. "Safety-First Rules under Chance-Constrained Linear Programming," Operations Research, INFORMS, vol. 17(1), pages 112-132, February.
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    Cited by:

    1. Chongfeng Ren & Hongbo Zhang, 2019. "An Inexact Optimization Model for Crop Area Under Multiple Uncertainties," IJERPH, MDPI, vol. 16(14), pages 1-20, July.
    2. Tan, Q. & Huang, G.H. & Cai, Y.P., 2011. "Radial interval chance-constrained programming for agricultural non-point source water pollution control under uncertainty," Agricultural Water Management, Elsevier, vol. 98(10), pages 1595-1606, August.
    3. Anetta Caplanova & Keith Willett, 2019. "Emission Discharge Permit Trading and Persistant Air Pollutants (A Common Pool Market Application with Health Risk Specifications)," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 25(1), pages 19-38, February.
    4. R. Caballero & E. Cerda & M. Muñoz & L. Rey, 2002. "Analysis and comparisons of some solution concepts for stochastic programming problems," TOP: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 10(1), pages 101-123, June.
    5. Huang, G. H., 1998. "A hybrid inexact-stochastic water management model," European Journal of Operational Research, Elsevier, vol. 107(1), pages 137-158, May.
    6. Kampas, Athanasios & White, Ben, 2003. "Probabilistic programming for nitrate pollution control: Comparing different probabilistic constraint approximations," European Journal of Operational Research, Elsevier, vol. 147(1), pages 217-228, May.
    7. 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.
    8. Zhengping Liu & Wang Zhang & Hongxian Liu & Guohe Huang & Jiliang Zhen & Xin Qi, 2019. "Characterization of Renewable Energy Utilization Mode for Air-Environmental Quality Improvement through an Inexact Factorial Optimization Approach," Sustainability, MDPI, vol. 11(8), pages 1-19, April.
    9. Sun, Wei & Huang, Guo H. & Lv, Ying & Li, Gongchen, 2013. "Inexact joint-probabilistic chance-constrained programming with left-hand-side randomness: An application to solid waste management," European Journal of Operational Research, Elsevier, vol. 228(1), pages 217-225.
    10. Sun, Y. & Huang, G.H. & Li, Y.P., 2010. "ICQSWM: An inexact chance-constrained quadratic solid waste management model," Resources, Conservation & Recycling, Elsevier, vol. 54(10), pages 641-657.
    11. Wu, C.B. & Huang, G.H. & Li, W. & Xie, Y.L. & Xu, Y., 2015. "Multistage stochastic inexact chance-constraint programming for an integrated biomass-municipal solid waste power supply management under uncertainty," Renewable and Sustainable Energy Reviews, Elsevier, vol. 41(C), pages 1244-1254.

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