chance-constrained programming


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chance-constrained programming

[¦chans kən′strānd ′prō‚gram·iŋ]
(computer science)
Type of nonlinear programming wherein the deterministic constraints are replaced by their probabilistic counterparts.
References in periodicals archive ?
Considering the manufacturers behaving as the Stackelberg leader, we establish expected value model and two chance-constrained programming models.
Based on the preceding research [8], a chance-constrained programming (CCP) model (A) can be formulated as follows:
Huang, "Chance-constrained programming models for capital budgeting with NPV as fuzzy parameters," Journal of Computational and Applied Mathematics, vol.
Theorem 2.3 If [xi] in fuzzy chance-constrained programming equation (2-1) is triangular fuzzy number i.e.
It is an ordinary programming that equals to fuzzy chance-constrained programming described as (2-1).