NUMERICAL SOLUTION TECHNIQUE FOR JOINT CHANCE-CONSTRAINED PROGRAMMING PROBLEM : AN APPLICATION TO ELECTRIC POWER CAPACITY EXPANSION
نویسندگان
چکیده
منابع مشابه
SOME 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 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 کاملJoint Chance Constrained Programming for Hydro Reservoir Management
In this paper, we deal with a hydraulic reservoir optimization problem with uncertainty on inflows in a joint chance constrained programming setting. In particular, we will consider inflows with a persistency effect, following a causal time series model, and examine the impact of the ”Gaussian” assumption for such inflows. We present an iterative algorithm for solving similarly structured joint...
متن کاملAn Approximation Solution to Refinery Crude Oil Scheduling Problem with Demand Uncertainty Using Joint Constrained Programming
This paper is devoted to develop an approximation method for scheduling refinery crude oil operations by taking into consideration the demand uncertainty. In the stochastic model the demand uncertainty is modeled as random variables which follow a joint multivariate distribution with a specific correlation structure. Compared to deterministic models in existing works, the stochastic model can b...
متن کاملApplication of Chance-Constrained Programming to Solution of the So-called HSavings and Loan Association" Type of Problem
This paper contains an application of chance-con strained programming to a problem in financial planning. In particular the problem is one of planning for liquidity in a savings and loan association first discussed by Charnes and Thore. The optimal rules for this problem are found and compared with the optimal linear rules given by Charnes and Thore. The discontinuous nature of the optimal rule...
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 the Operations Research Society of Japan
سال: 1999
ISSN: 0453-4514,2188-8299
DOI: 10.15807/jorsj.42.128