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Response to "Decision Problems Under Risk and Chance Constrained Programming: Dilemmas in the Transition"

Author

Listed:
  • A. Charnes

    (University of Texas, Austin)

  • W. W. Cooper

    (University of Texas, Austin)

Abstract

Once again we show that the analysis of a very simple artificial example contrived by its authors for a general indictment of all chance constrained programming is itself in error. Proofs and further references are supplied below along with a discussion of other deficiencies and ambiguities in an article authored by A. J. Hogan, J. G. Morris and H. E. Thompson in Management Science, Vol. 27, No. 6 (June 1981).

Suggested Citation

  • A. Charnes & W. W. Cooper, 1983. "Response to "Decision Problems Under Risk and Chance Constrained Programming: Dilemmas in the Transition"," Management Science, INFORMS, vol. 29(6), pages 750-753, June.
    • Handle: RePEc:inm:ormnsc:v:29:y:1983:i:6:p:750-753
    DOI: 10.1287/mnsc.29.6.750
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    Cited by:

    1. Huang, G. H., 1998. "A hybrid inexact-stochastic water management model," European Journal of Operational Research, Elsevier, vol. 107(1), pages 137-158, May.
    2. Li, Y.P. & Huang, G.H. & Chen, X., 2011. "An interval-valued minimax-regret analysis approach for the identification of optimal greenhouse-gas abatement strategies under uncertainty," Energy Policy, Elsevier, vol. 39(7), pages 4313-4324, July.
    3. Liu, J. & Nie, S. & Shan, B.G. & Li, Y.P. & Huang, G.H. & Liu, Z.P., 2019. "Development of an interval-credibility-chance constrained energy-water nexus system planning model—a case study of Xiamen, China," Energy, Elsevier, vol. 181(C), pages 677-693.
    4. Liang, M.S. & Huang, G.H. & Chen, J.P. & Li, Y.P., 2022. "Energy-water-carbon nexus system planning: A case study of Yangtze River Delta urban agglomeration, China," Applied Energy, Elsevier, vol. 308(C).
    5. Dianzheng Fu & Tianji Yang & Yize Huang & Yiming Tong, 2022. "Integrated Optimization for Biofuel Management Associated with a Biomass-Penetrated Heating System under Multiple and Compound Uncertainties," Energies, MDPI, vol. 15(15), pages 1-21, July.
    6. Matthias Schmidt & Alexander Lorenz & Hermann Held & Elmar Kriegler, 2011. "Climate targets under uncertainty: challenges and remedies," Climatic Change, Springer, vol. 104(3), pages 783-791, February.
    7. Yu, L. & Li, Y.P. & Huang, G.H. & Fan, Y.R. & Nie, S., 2018. "A copula-based flexible-stochastic programming method for planning regional energy system under multiple uncertainties: A case study of the urban agglomeration of Beijing and Tianjin," Applied Energy, Elsevier, vol. 210(C), pages 60-74.
    8. Min Zhou & Shasha Lu & Shukui Tan & Danping Yan & Guoliang Ou & Dianfeng Liu & Xiang Luo & Yanan Li & Lu Zhang & Zuo Zhang & Xiangbo Zhu, 2017. "A stochastic equilibrium chance-constrained programming model for municipal solid waste management of the City of Dalian, China," Quality & Quantity: International Journal of Methodology, Springer, vol. 51(1), pages 199-218, January.
    9. Cong Chen & Lei Yu & Xueting Zeng & Guohe Huang & Yongping Li, 2020. "Planning an Energy–Water–Environment Nexus System in Coal-Dependent Regions under Uncertainties," Energies, MDPI, vol. 13(1), pages 1-40, January.
    10. Y. Li & G. Huang & S. Nie, 2009. "Water Resources Management and Planning under Uncertainty: an Inexact Multistage Joint-Probabilistic Programming Method," Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA), Springer;European Water Resources Association (EWRA), vol. 23(12), pages 2515-2538, September.
    11. Xu, Y. & Huang, G.H. & Qin, X.S. & Cao, M.F., 2009. "SRCCP: A stochastic robust chance-constrained programming model for municipal solid waste management under uncertainty," Resources, Conservation & Recycling, Elsevier, vol. 53(6), pages 352-363.
    12. Yu, L. & Xiao, Y. & Jiang, S. & Li, Y.P. & Fan, Y.R. & Huang, G.H. & Lv, J. & Zuo, Q.T. & Wang, F.Q., 2020. "A copula-based fuzzy interval-random programming approach for planning water-energy nexus system under uncertainty," Energy, Elsevier, vol. 196(C).
    13. Li, Y.P. & Huang, G.H. & Nie, S.L. & Qin, X.S., 2007. "ITCLP: An inexact two-stage chance-constrained program for planning waste management systems," Resources, Conservation & Recycling, Elsevier, vol. 49(3), pages 284-307.
    14. 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.
    15. Glover, Fred & Sueyoshi, Toshiyuki, 2009. "Contributions of Professor William W. Cooper in Operations Research and Management Science," European Journal of Operational Research, Elsevier, vol. 197(1), pages 1-16, August.
    16. Yu, L. & Li, Y.P. & Huang, G.H. & Fan, Y.R. & Yin, S., 2018. "Planning regional-scale electric power systems under uncertainty: A case study of Jing-Jin-Ji region, China," Applied Energy, Elsevier, vol. 212(C), pages 834-849.
    17. Yong Zeng & Yanpeng Cai & Guohe Huang & Jing Dai, 2011. "A Review on Optimization Modeling of Energy Systems Planning and GHG Emission Mitigation under Uncertainty," Energies, MDPI, vol. 4(10), pages 1-33, October.
    18. Lv, Y. & Yan, X.D. & Sun, W. & Gao, Z.Y., 2015. "A risk-based method for planning of bus–subway corridor evacuation under hybrid uncertainties," Reliability Engineering and System Safety, Elsevier, vol. 139(C), pages 188-199.
    19. Jinjin Gu & Quan Zhang & Dazhi Gu & Qingguo Zhang & Xiao Pu, 2018. "The Impact of Uncertainty Factors on Optimal Sizing and Costs of Low-Impact Development: a Case Study from Beijing, China," Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA), Springer;European Water Resources Association (EWRA), vol. 32(13), pages 4217-4238, October.
    20. Cao, M.F. & Huang, G.H. & Lin, Q.G., 2010. "Integer programming with random-boundary intervals for planning municipal power systems," Applied Energy, Elsevier, vol. 87(8), pages 2506-2516, August.

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