IDEAS home Printed from https://ideas.repec.org/a/eee/ejores/v111y1998i3p589-597.html
   My bibliography  Save this article

Probabilistic linear programming problems with exponential random variables: A technical note

Author

Listed:
  • Biswal, M. P.
  • Biswal, N. P.
  • Li, Duan

Abstract

No abstract is available for this item.

Suggested Citation

  • Biswal, M. P. & Biswal, N. P. & Li, Duan, 1998. "Probabilistic linear programming problems with exponential random variables: A technical note," European Journal of Operational Research, Elsevier, vol. 111(3), pages 589-597, December.
    • Handle: RePEc:eee:ejores:v:111:y:1998:i:3:p:589-597
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0377-2217(97)90319-2
    Download Restriction: Full text for ScienceDirect subscribers only
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. A. Charnes & W. W. Cooper, 1963. "Deterministic Equivalents for Optimizing and Satisficing under Chance Constraints," Operations Research, INFORMS, vol. 11(1), pages 18-39, February.
    2. Stancu-Minasian, I. M. & Wets, M. J., 1976. "A research bibliography in stochastic programming, 1955-1975," LIDAM Reprints CORE 277, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    3. A. Charnes & W. W. Cooper, 1959. "Chance-Constrained Programming," Management Science, INFORMS, vol. 6(1), pages 73-79, October.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Avik Pradhan & M. P. Biswal, 2017. "Multi-choice probabilistic linear programming problem," OPSEARCH, Springer;Operational Research Society of India, vol. 54(1), pages 122-142, March.
    2. Banerjee, Anurag & Hung, Chi-Hsiou, 2011. "Informed momentum trading versus uninformed "naive" investors strategies," Journal of Banking & Finance, Elsevier, vol. 35(11), pages 3077-3089, November.
    3. D. K. Mohanty & Avik Pradhan & M. P. Biswal, 2020. "Chance constrained programming with some non-normal continuous random variables," OPSEARCH, Springer;Operational Research Society of India, vol. 57(4), pages 1281-1298, December.
    4. Charles, V. & Udhayakumar, A. & Rhymend Uthariaraj, V., 2010. "An approach to find redundant objective function(s) and redundant constraint(s) in multi-objective nonlinear stochastic fractional programming problems," European Journal of Operational Research, Elsevier, vol. 201(2), pages 390-398, March.
    5. Gray, Emily & Ancev, Tihomir & Drynan, Ross, 2011. "Coexistence of GM and non-GM crops with endogenously determined separation," Ecological Economics, Elsevier, vol. 70(12), pages 2486-2493.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Bilsel, R. Ufuk & Ravindran, A., 2011. "A multiobjective chance constrained programming model for supplier selection under uncertainty," Transportation Research Part B: Methodological, Elsevier, vol. 45(8), pages 1284-1300, September.
    2. Glover, Fred & Sueyoshi, Toshiyuki, 2009. "Contributions of Professor William W. Cooper in Operations Research and Management Science," European Journal of Operational Research, Elsevier, vol. 197(1), pages 1-16, August.
    3. Gong, Jiangyue & Gujjula, Krishna Reddy & Ntaimo, Lewis, 2023. "An integrated chance constraints approach for optimal vaccination strategies under uncertainty for COVID-19," Socio-Economic Planning Sciences, Elsevier, vol. 87(PA).
    4. Maji, Chandi Charan, 1975. "Intertemporal allocation of irrigation water in the Mayurakshi Project (India): an application of deterministic and chance-constrained linear programming," ISU General Staff Papers 197501010800006381, Iowa State University, Department of Economics.
    5. Yongjia Song & Minjiao Zhang, 2015. "Chance‐constrained multi‐terminal network design problems," Naval Research Logistics (NRL), John Wiley & Sons, vol. 62(4), pages 321-334, June.
    6. Chao Shi & Kenneth C. Land, 2021. "The Data Envelopment Analysis and Equal Weights/Minimax Methods of Composite Social Indicator Construction: a Methodological Study of Data Sensitivity and Robustness," Applied Research in Quality of Life, Springer;International Society for Quality-of-Life Studies, vol. 16(4), pages 1689-1716, August.
    7. Elofsson, Katarina & Hiron, Matthew & Kačergytė, Ineta & Pärt, Tomas, 2023. "Ecological compensation of stochastic wetland biodiversity: National or regional policy schemes?," Ecological Economics, Elsevier, vol. 204(PA).
    8. Agpak, Kursad & Gokcen, Hadi, 2007. "A chance-constrained approach to stochastic line balancing problem," European Journal of Operational Research, Elsevier, vol. 180(3), pages 1098-1115, August.
    9. Andiappan, Viknesh & Tan, Raymond R. & Aviso, Kathleen B. & Ng, Denny K.S., 2015. "Synthesis and optimisation of biomass-based tri-generation systems with reliability aspects," Energy, Elsevier, vol. 89(C), pages 803-818.
    10. Qiushi Chen & Lei Zhao & Jan C. Fransoo & Zhe Li, 2019. "Dual-mode inventory management under a chance credit constraint," OR Spectrum: Quantitative Approaches in Management, Springer;Gesellschaft für Operations Research e.V., vol. 41(1), pages 147-178, March.
    11. Vincent Charles & Ioannis E. Tsolas & Tatiana Gherman, 2018. "Satisficing data envelopment analysis: a Bayesian approach for peer mining in the banking sector," Annals of Operations Research, Springer, vol. 269(1), pages 81-102, October.
    12. Chen, Zhongfei & Matousek, Roman & Wanke, Peter, 2018. "Chinese bank efficiency during the global financial crisis: A combined approach using satisficing DEA and Support Vector Machines☆," The North American Journal of Economics and Finance, Elsevier, vol. 43(C), pages 71-86.
    13. Minjiao Zhang & Simge Küçükyavuz & Saumya Goel, 2014. "A Branch-and-Cut Method for Dynamic Decision Making Under Joint Chance Constraints," Management Science, INFORMS, vol. 60(5), pages 1317-1333, May.
    14. Wu, Desheng (Dash) & Lee, Chi-Guhn, 2010. "Stochastic DEA with ordinal data applied to a multi-attribute pricing problem," European Journal of Operational Research, Elsevier, vol. 207(3), pages 1679-1688, December.
    15. Giada Spaccapanico Proietti & Mariagiulia Matteucci & Stefania Mignani & Bernard P. Veldkamp, 2024. "Chance-Constrained Automated Test Assembly," Journal of Educational and Behavioral Statistics, , vol. 49(1), pages 92-120, February.
    16. Ali Salmasnia & Mostafa Khatami & Reza Kazemzadeh & Seyed Zegordi, 2015. "Bi-objective single machine scheduling problem with stochastic processing times," TOP: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 23(1), pages 275-297, April.
    17. Remica Aggarwal & S. P. Singh, 2019. "An integrated NPV-based supply chain configuration with third-party logistics services," Journal of Revenue and Pricing Management, Palgrave Macmillan, vol. 18(5), pages 367-375, October.
    18. Özcan, Ugur, 2010. "Balancing stochastic two-sided assembly lines: A chance-constrained, piecewise-linear, mixed integer program and a simulated annealing algorithm," European Journal of Operational Research, Elsevier, vol. 205(1), pages 81-97, August.
    19. Rashed Khanjani Shiraz & Adel Hatami-Marbini & Ali Emrouznejad & Hirofumi Fukuyama, 2020. "Chance-constrained cost efficiency in data envelopment analysis model with random inputs and outputs," Operational Research, Springer, vol. 20(3), pages 1863-1898, September.
    20. Alireza Azimian & Belaid Aouni, 2017. "Supply chain management through the stochastic goal programming model," Annals of Operations Research, Springer, vol. 251(1), pages 351-365, April.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:ejores:v:111:y:1998:i:3:p:589-597. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/locate/eor .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.