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Stochastic Chance-Constrained Programming

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

Abstract

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.

Keywords

Stochastic Programming Stochastic Simulation Vehicle Rout Problem Chance Constraint Deterministic Equivalent 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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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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