Probabilistic or stochastic programming is a framework for modeling optimization problems that involve uncertainty.In this paper, we focus on multi-objective linear programmingproblems in which the coefficients of constraints and the righthand side vector are fuzzy random variables. There are several methodsin the literature that convert this problem to a stochastic or<b...

Congestion management in electricity markets is traditionally done using deterministic values of power system parameters considering a fixed network configuration. In this paper, a stochastic programming framework is proposed for congestion management considering the power system uncertainties. The uncertainty sources that are modeled in the proposed stochastic framework consist of contingencie...

The multi-level programming problem is defined as an n-person nonzero-sum game with perfect information in which the players move sequentially. The bi-level linear case is addressed in detail. Solutions are obtained by recasting this problem as a standard mathematical probram and appealing to its implicitly separable structure. The reformulated optimization problem is linear save for a ~ompleme...

in this paper, the staff assignment problem considering cross-training of caregivers in health care systems is addressed to determine which staff should be cross-trained for each service and how they should be assigned to services. a bi-objective non-linear mathematical programming model is presented where the first objective function aims to minimize workload balancing, cross-training as well ...

This study proposes a new multi-item inventory model with hybrid cost parameters under a fuzzy-stochastic constraint and permissible delay in payment. The price and marketing expenditure dependent stochastic demand and the demand dependent the unit production cost are considered. Shortages are allowed and partially backordered. The main objective of this paper is to determine selling price, mar...