Solutions to Chance-Constrained Programming Problems with Exponential Random Variables by Edgeworth Approximation

Author:

Yılmaz Mehmet,Potas Nihan

Publisher

Springer International Publishing

Reference30 articles.

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3. Biswal, M. P., Biswal, N. P., & Li, D. (1998). Probabilistic linear programming problems with exponential random variables: A technical note. European Journal of Operational Research, 111, 589–597.

4. Bitran, G. R., & Thin-Y, L. (1990). Distribution-free, uniformly-tighter linear approximations for chance-constrained programming. MIT Sloan School Working Paper #3111–90-MSA.

5. Charnes, A., & Cooper, W. W. (1959). Chance-constrained programming. Management Science, 5, 73–79.

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1. Change-constrained stochastic programming problem with normal, t and skew normal, skew t distributions;Communications Faculty Of Science University of Ankara Series A1Mathematics and Statistics;2021-06-30

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