Stochastic Chance-Constrained Programming

  • Baoding Liu
Part of the Studies in Fuzziness and Soft Computing book series (STUDFUZZ, volume 102)


As the second type of stochastic programming developed by Charnes and Cooper [41], chance-constrained programming (CCP) offers a powerful means of modeling stochastic decision systems with assumption that the stochastic constraints will hold at least a of time, where a is referred to as the confidence level provided as an appropriate safety margin by the decision-maker.


Stochastic Programming Stochastic Simulation Vehicle Rout Problem Chance Constraint Deterministic Equivalent 
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Copyright information

© Springer-Verlag Berlin Heidelberg 2002

Authors and Affiliations

  • Baoding Liu
    • 1
  1. 1.Uncertain Systems Laboratory, Department of Mathematical SciencesTsinghua UniversityBeijingChina

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