Gamma distribution approach in chance-constrained stochastic programming model

نویسندگان

  • Kumru D Atalay
  • Aysen Apaydin
چکیده

* Correspondence: [email protected] Department of Medical Education, Faculty of Medicine, 06490, Bahçelievler, Ankara, Turkey Full list of author information is available at the end of the article Abstract In this article, a method is developed to transform the chance-constrained programming problem into a deterministic problem. We have considered a chance-constrained programming problem under the assumption that the random variables aij are independent with Gamma distributions. This new method uses estimation of the distance between distribution of sum of these independent random variables having Gamma distribution and normal distribution, probabilistic constraint obtained via Essen inequality has been made deterministic using the approach suggested by Polya. The model studied on in practice stage has been solved under the assumption of both Gamma and normal distributions and the obtained results have been compared.

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تاریخ انتشار 2011