An Equilibrium Chance-Constrained Multiobjective Programming Model with Birandom Parameters and Its Application to Inventory Problem
نویسندگان
چکیده
منابع مشابه
A class of chance constrained multiobjective linear programming with birandom coefficients and its application to vendors selection
In this paper, a class of chance constrained multiobjective linear programming model with birandom coefficients is considered for vendor selection problem. Firstly we present a crisp equivalent model for a special case and give a traditional method for crisp model. Then, the technique of birandom simulation is applied to deal with general birandom objective functions and birandom constraints wh...
متن کاملChance-constrained Portfolio Selection with Birandom Returns
The aim of this paper is to solve the portfolio problem when security returns are birandom variables. Two types of portfolio selection based on chance measure are provided according to birandom theory. Since the proposed optimization problems are difficult to solve by traditional methods, a hybrid intelligent algorithm by integrating birandom simulation and genetic algorithm is designed. Finall...
متن کاملOn the Solution of Chance-Constrained Multiobjective Integer Quadratic Programming Problem with Some Stability Notions
In this study we present an algorithm for solving multiobjective integer quadratic programming problems having random parameters in the objective functions and in the constraints. Some basic stability notions are characterized for the problem of concern and the stability concept of this problem is introduced. An illustrative numerical example of bicriterion integer quadratic test problem under ...
متن کاملUncertain Chance-constrained Programming Model for Project Scheduling Problem
Project scheduling problem is to determine the schedule of allocating the loans to a project in order to balance the total cost and the completion time of the project under some constraints. This paper considers project scheduling problem in an uncertain environment, of which the duration time of each activity is an uncertain variable. Then uncertain chance-constrained programming model is cons...
متن کاملSOME PROPERTIES FOR FUZZY CHANCE CONSTRAINED PROGRAMMING
Convexity theory and duality theory are important issues in math- ematical programming. Within the framework of credibility theory, this paper rst introduces the concept of convex fuzzy variables and some basic criteria. Furthermore, a convexity theorem for fuzzy chance constrained programming is proved by adding some convexity conditions on the objective and constraint functions. Finally,...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Journal of Applied Mathematics
سال: 2013
ISSN: 1110-757X,1687-0042
DOI: 10.1155/2013/382620