Author/Authors
ATALAY, Kumru Didem Başkent Üniversitesi, Bağlıca Kampüsü - Tıp Fakültesi - Biyoistatistik Anabilim Dalı, Turkey , APAYDIN, Ayşen Ankara Üniversitesi - Fen Fakültesi - İstatistik Bölümü, Turkey
Title Of Article
DETERMINISTIC EQUIVALENTS OF CHANCE CONSTRAINED STOCHASTIC PROGRAMMING PROBLEMS
شماره ركورد
41842
Abstract
Many real life problems which are modeled as linear programming problems where coefficients appear as random variables. In this case, such problems are called as stochastic programming problem. The basic approach in the stochastic programming is solving the problem with known methods by converting the problem from a probability structure to a deterministic structure. The chance constraints in this programming approach can be forced from being the random coefficients to deterministic one according to their specific levels. In this study when the coefficients which are random variables have normal and Chi-square distributions, obtaining of deterministic models that are equivalent to chance constrained stochastic programming models are examined. The importance of choosing the correct distributions of coefficients is explained by a numeric example.
From Page
1
NaturalLanguageKeyword
Chance constrained stochastic programming , Normal distribution , Chi , Square distribution.
JournalTitle
Eskişehir Technical University Journal of Science and Technology B - Theoretical Sciences
To Page
18
JournalTitle
Eskişehir Technical University Journal of Science and Technology B - Theoretical Sciences
Link To Document