Gamma distribution approach in chance-constrained stochastic programming model
Author:
Publisher
Springer Science and Business Media LLC
Subject
Applied Mathematics,Discrete Mathematics and Combinatorics,Analysis
Link
http://link.springer.com/content/pdf/10.1186/1029-242X-2011-108.pdf
Reference24 articles.
1. Charnes A, Cooper WW: Chance constrained programming. Manag Sci 1959, 6: 73–79. 10.1287/mnsc.6.1.73
2. Symonds GH: Deterministic solutions for a class of chance constrained programming problems. Oper Res 1967, 5: 495–512.
3. Kolbin VV: Stochastic Programming. D. Reidel Publishing Company, Boston; 1977.
4. Stancu-Minasian IM: Stochastic Programming with Multiple Objective Functions. D. Reibel Publishing Company, Dordrecht; 1984.
5. Hulsurkar S, Biswal MP, Sinha SB: Fuzzy programming approach to multi-objective stochastic linear programming problems. Fuzzy Set Syst 1997, 88: 173–181. 10.1016/S0165-0114(96)00056-5
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