English, Article edition: A note on Liu-Iwamura's dependent-chance programming Rossi, Roberto; Armagan Tarim, S.; Hnich, Brahim; ...

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Bookmark: http://trove.nla.gov.au/version/10697
Physical Description
  • article
Language
  • English

Edition details

Title
  • A note on Liu-Iwamura's dependent-chance programming
Author
  • Rossi, Roberto
  • Armagan Tarim, S.
  • Hnich, Brahim
  • Prestwich, Steven
  • Guran, Cahit
Physical Description
  • article
Notes
  • Sometimes a complex stochastic decision system undertakes multiple tasks called events, and the decision-maker wishes to maximize the chance functions which are defined as the probabilities of satisfying these events. Originally introduced by Liu and Iwamura [B. Liu, K. Iwamura, Modelling stochastic decision systems using dependent-chance programming, European Journal of Operational Research 101 (1997) 193-203], dependent-chance programming is aimed at maximizing some chance functions of events in an uncertain environment. In this work, we show that the original dependent chance-programming framework needs to be extended in order to capture an exact reliability measure for a given plan.
  • Inventory control Integer programming Constraint programming Demand uncertainty
  • RePEc:eee:ejores:v:198:y:2009:i:3:p:983-986
Language
  • English
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