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Deterministic Equivalents for Optimizing and Satisficing under Chance Constraints

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  1. Diaz-Garcia, Jose A. & Ramos-Quiroga, Rogelio & Cabrera-Vicencio, Enrique, 2005. "Stochastic programming methods in the response surface methodology," Computational Statistics & Data Analysis, Elsevier, vol. 49(3), pages 837-848, June.
  2. Jin, Jingliang & Zhou, Dequn & Zhou, Peng, 2014. "Measuring environmental performance with stochastic environmental DEA: The case of APEC economies," Economic Modelling, Elsevier, vol. 38(C), pages 80-86.
  3. Panagiotis Mitropoulos & Alexandros Mitropoulos, 2023. "Evaluating efficiency and technology gaps of the national systems of entrepreneurship using stochastic DEA and club convergence," Operational Research, Springer, vol. 23(1), pages 1-28, March.
  4. Mahdi Takalloo & Changhyun Kwon, 2019. "On the Price of Satisficing in Network User Equilibria," Papers 1911.07914, arXiv.org.
  5. 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.
  6. Chen, Kun & Zhu, Joe, 2019. "Computational tractability of chance constrained data envelopment analysis," European Journal of Operational Research, Elsevier, vol. 274(3), pages 1037-1046.
  7. S. N. Gupta & A. K. Jain & Kanti Swarup, 1987. "Stochastic linear fractional programming with the ratio of independent Cauchy variates," Naval Research Logistics (NRL), John Wiley & Sons, vol. 34(2), pages 293-305, April.
  8. Robert F. Bordley & Stephen M. Pollock, 2009. "A Decision-Analytic Approach to Reliability-Based Design Optimization," Operations Research, INFORMS, vol. 57(5), pages 1262-1270, October.
  9. 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.
  10. 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.
  11. Fatima Bellahcene, 2019. "Application of the polyblock method to special integer chance constrained problem," Operations Research and Decisions, Wroclaw University of Science and Technology, Faculty of Management, vol. 29(4), pages 23-40.
  12. R. Caballero & E. Cerda & M. Muñoz & L. Rey, 2002. "Analysis and comparisons of some solution concepts for stochastic programming problems," TOP: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 10(1), pages 101-123, June.
  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. 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.
  15. Alireza Amirteimoori & Biresh K. Sahoo & Saber Mehdizadeh, 2023. "Data envelopment analysis for scale elasticity measurement in the stochastic case: with an application to Indian banking," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 9(1), pages 1-36, December.
  16. Ringuest, Jeffrey L. & Graves, Samuel B., 2000. "A sampling-based method for generating nondominated solutions in stochastic MOMP problems," European Journal of Operational Research, Elsevier, vol. 126(3), pages 651-661, November.
  17. C Gurgur, 2009. "Optimal project portfolio selection with carryover constraint," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 60(12), pages 1649-1657, December.
  18. Wenqing Chen & Melvyn Sim, 2009. "Goal-Driven Optimization," Operations Research, INFORMS, vol. 57(2), pages 342-357, April.
  19. Zervopoulos, Panagiotis & Emrouznejad, Ali & Sklavos, Sokratis, 2019. "A Bayesian approach for correcting bias of data envelopment analysis estimators," MPRA Paper 91886, University Library of Munich, Germany.
  20. 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.
  21. Taylan G. Topcu & Konstantinos Triantis, 2022. "An ex-ante DEA method for representing contextual uncertainties and stakeholder risk preferences," Annals of Operations Research, Springer, vol. 309(1), pages 395-423, February.
  22. 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.
  23. Hang Li & Zhe Zhang & Xianggen Yin & Buhan Zhang, 2020. "Preventive Security-Constrained Optimal Power Flow with Probabilistic Guarantees," Energies, MDPI, vol. 13(9), pages 1-13, May.
  24. Aouam, Tarik & Brahimi, Nadjib, 2013. "Integrated production planning and order acceptance under uncertainty: A robust optimization approach," European Journal of Operational Research, Elsevier, vol. 228(3), pages 504-515.
  25. Shih, Jhih-Shyang & Frey, H. Christopher, 1995. "Coal blending optimization under uncertainty," European Journal of Operational Research, Elsevier, vol. 83(3), pages 452-465, June.
  26. 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.
  27. Bora Tarhan & Ignacio Grossmann & Vikas Goel, 2013. "Computational strategies for non-convex multistage MINLP models with decision-dependent uncertainty and gradual uncertainty resolution," Annals of Operations Research, Springer, vol. 203(1), pages 141-166, March.
  28. Xiao Liu & Simge Küçükyavuz, 2018. "A polyhedral study of the static probabilistic lot-sizing problem," Annals of Operations Research, Springer, vol. 261(1), pages 233-254, February.
  29. R. Banker & W. Cooper & E. Grifell-Tajté & Jesús Pastor & Paul Wilson & Eduardo Ley & C. Lovell, 1994. "Validation and generalization of DEA and its uses," TOP: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 2(2), pages 249-314, December.
  30. Billionnet, Alain, 2004. "Mixed integer programming for the 0-1 maximum probability model," European Journal of Operational Research, Elsevier, vol. 156(1), pages 83-91, July.
  31. Fengmin Xu & Meihua Wang & Yu-Hong Dai & Dachuan Xu, 2018. "A sparse enhanced indexation model with chance and cardinality constraints," Journal of Global Optimization, Springer, vol. 70(1), pages 5-25, January.
  32. David B. Brown & Melvyn Sim, 2009. "Satisficing Measures for Analysis of Risky Positions," Management Science, INFORMS, vol. 55(1), pages 71-84, January.
  33. Sueyoshi, Toshiyuki, 2000. "Stochastic DEA for restructure strategy: an application to a Japanese petroleum company," Omega, Elsevier, vol. 28(4), pages 385-398, August.
  34. 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).
  35. 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.
  36. Meryem Masmoudi & Fouad Ben Abdelaziz, 2018. "Portfolio selection problem: a review of deterministic and stochastic multiple objective programming models," Annals of Operations Research, Springer, vol. 267(1), pages 335-352, August.
  37. Masatoshi Sakawa & Hideki Katagiri, 2012. "Stackelberg solutions for fuzzy random two-level linear programming through level sets and fractile criterion optimization," Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, vol. 20(1), pages 101-117, March.
  38. T Peña & P Lara & C Castrodeza, 2009. "Multiobjective stochastic programming for feed formulation," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 60(12), pages 1738-1748, December.
  39. Xin Chen & Melvyn Sim & Peng Sun, 2007. "A Robust Optimization Perspective on Stochastic Programming," Operations Research, INFORMS, vol. 55(6), pages 1058-1071, December.
  40. Ali, Md Kamar & Fletcher, Jerald J. & Phipps, Tim T., 2002. "Stream Water Quality Management: A Stochastic Mixed-Integer Programming Model," 2002 Annual meeting, July 28-31, Long Beach, CA 19811, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
  41. Ann M. Campbell & Barrett W. Thomas, 2008. "Probabilistic Traveling Salesman Problem with Deadlines," Transportation Science, INFORMS, vol. 42(1), pages 1-21, February.
  42. Vikas Vikram Singh & Abdel Lisser, 2018. "Variational inequality formulation for the games with random payoffs," Journal of Global Optimization, Springer, vol. 72(4), pages 743-760, December.
  43. Seog-Chan Oh & Alfred J. Hildreth, 2013. "Decisions on Energy Demand Response Option Contracts in Smart Grids Based on Activity-Based Costing and Stochastic Programming," Energies, MDPI, vol. 6(1), pages 1-19, January.
  44. C. Lovell & Shawna Grosskopf & Eduardo Ley & Jesús Pastor & Diego Prior & Philippe Eeckaut, 1994. "Linear programming approaches to the measurement and analysis of productive efficiency," TOP: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 2(2), pages 175-248, December.
  45. Masri, Hatem & Abdulla, Yomna, 2018. "A multiple objective stochastic programming model for working capital management," Technological Forecasting and Social Change, Elsevier, vol. 131(C), pages 141-146.
  46. Udhayakumar, A. & Charles, V. & Kumar, Mukesh, 2011. "Stochastic simulation based genetic algorithm for chance constrained data envelopment analysis problems," Omega, Elsevier, vol. 39(4), pages 387-397, August.
  47. Wanke, Peter & Barros, C.P., 2017. "Efficiency thresholds and cost structure in Senegal airports," Journal of Air Transport Management, Elsevier, vol. 58(C), pages 100-112.
  48. Xiao, Helu & Ren, Tiantian & Zhou, Zhongbao & Liu, Wenbin, 2021. "Parameter uncertainty in estimation of portfolio efficiency: Evidence from an interval diversification-consistent DEA approach," Omega, Elsevier, vol. 103(C).
  49. Panagiotis Mitropoulos & Panagiotis D. Zervopoulos & Ioannis Mitropoulos, 2020. "Measuring performance in the presence of noisy data with targeted desirable levels: evidence from healthcare units," Annals of Operations Research, Springer, vol. 294(1), pages 537-566, November.
  50. Maxime C. Cohen & Philipp W. Keller & Vahab Mirrokni & Morteza Zadimoghaddam, 2019. "Overcommitment in Cloud Services: Bin Packing with Chance Constraints," Management Science, INFORMS, vol. 65(7), pages 3255-3271, July.
  51. Longsheng Sun & Mark H. Karwan & Changhyun Kwon, 2018. "Generalized Bounded Rationality and Robust Multicommodity Network Design," Operations Research, INFORMS, vol. 66(1), pages 42-57, 1-2.
  52. 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.
  53. G. C. Calafiore & L. El Ghaoui, 2006. "On Distributionally Robust Chance-Constrained Linear Programs," Journal of Optimization Theory and Applications, Springer, vol. 130(1), pages 1-22, July.
  54. Vikas Vikram Singh & Abdel Lisser, 2018. "A Characterization of Nash Equilibrium for the Games with Random Payoffs," Journal of Optimization Theory and Applications, Springer, vol. 178(3), pages 998-1013, September.
  55. 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.
  56. Jinpei Liu & Mengdi Fang & Feifei Jin & Chengsong Wu & Huayou Chen, 2020. "Multi-Attribute Decision Making Based on Stochastic DEA Cross-Efficiency with Ordinal Variable and Its Application to Evaluation of Banks’ Sustainable Development," Sustainability, MDPI, vol. 12(6), pages 1-15, March.
  57. Ahmed Khassiba & Fabian Bastin & Sonia Cafieri & Bernard Gendron & Marcel Mongeau, 2020. "Two-Stage Stochastic Mixed-Integer Programming with Chance Constraints for Extended Aircraft Arrival Management," Transportation Science, INFORMS, vol. 54(4), pages 897-919, July.
  58. 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.
  59. 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.
  60. Sergey Rabotyagov & Catherine L. Kling & Philip W. Gassman & Nancy N. Rabalais & R. Eugene Turner, 2012. "Economics of Dead Zones: Linking Externalities from the Land to their Consequences in the Sea, The," Center for Agricultural and Rural Development (CARD) Publications 12-wp534, Center for Agricultural and Rural Development (CARD) at Iowa State University.
  61. Portillo-Campbell, José Hugo, 1967. "On the specification of models of optimal production planning under risk," ISU General Staff Papers 1967010108000018050, Iowa State University, Department of Economics.
  62. Hongmin Li & Stephen C. Graves & Woonghee Tim Huh, 2014. "Optimal Capacity Conversion for Product Transitions Under High Service Requirements," Manufacturing & Service Operations Management, INFORMS, vol. 16(1), pages 46-60, February.
  63. Brockett, Patrick L. & Cooper, William W. & Kwon, K. H. & Ruefli, T. W., 2003. "Commentary on "a review of research on the negative accounting relationship between risk and return: Bowman's paradox by M.N. Nickel and M.C. Rodriguez"," Omega, Elsevier, vol. 31(5), pages 409-412, October.
  64. Tsionas, Efthymios G. & Papadakis, Emmanuel N., 2010. "A Bayesian approach to statistical inference in stochastic DEA," Omega, Elsevier, vol. 38(5), pages 309-314, October.
  65. Linguo Gong, 1992. "Chance‐constrained linear programming with location scale distributions," Naval Research Logistics (NRL), John Wiley & Sons, vol. 39(7), pages 997-1007, December.
  66. 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.
  67. Shuangchi He & Melvyn Sim & Meilin Zhang, 2019. "Data-Driven Patient Scheduling in Emergency Departments: A Hybrid Robust-Stochastic Approach," Management Science, INFORMS, vol. 65(9), pages 4123-4140, September.
  68. Elmaghraby, Salah E. & Soewandi, Hanijanto & Yao, Ming-Jong, 2001. "Chance-constrained programming in activity networks: A critical evaluation," European Journal of Operational Research, Elsevier, vol. 131(2), pages 440-458, June.
  69. Guigues, Vincent & Juditsky, Anatoli & Nemirovski, Arkadi, 2021. "Constant Depth Decision Rules for multistage optimization under uncertainty," European Journal of Operational Research, Elsevier, vol. 295(1), pages 223-232.
  70. Rashed Khanjani Shiraz & Madjid Tavana & Hirofumi Fukuyama, 2021. "A joint chance-constrained data envelopment analysis model with random output data," Operational Research, Springer, vol. 21(2), pages 1255-1277, June.
  71. Meryem Masmoudi & Fouad Ben Abdelaziz, 2017. "A chance constrained recourse approach for the portfolio selection problem," Annals of Operations Research, Springer, vol. 251(1), pages 243-254, April.
  72. 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.
  73. Beste Desticioglu & Hatice Calipinar & Bahar Ozyoruk & Erdinc Koc, 2022. "Model for Reverse Logistic Problem of Recycling under Stochastic Demand," Sustainability, MDPI, vol. 14(8), pages 1-19, April.
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  79. Lixia H. Lambert & Eric A. DeVuyst & Burton C. English & Rodney Holcomb, 2021. "Analyzing the Trade-Offs between Meeting Biorefinery Production Capacity and Feedstock Supply Cost: A Chance Constrained Approach," Energies, MDPI, vol. 14(16), pages 1-13, August.
  80. 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.
  81. 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.
  82. Engau, Alexander & Sigler, Devon, 2020. "Pareto solutions in multicriteria optimization under uncertainty," European Journal of Operational Research, Elsevier, vol. 281(2), pages 357-368.
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  87. O. Olesen, 2006. "Comparing and Combining Two Approaches for Chance Constrained DEA," Journal of Productivity Analysis, Springer, vol. 26(2), pages 103-119, October.
  88. Yongjia Song & James R. Luedtke & Simge Küçükyavuz, 2014. "Chance-Constrained Binary Packing Problems," INFORMS Journal on Computing, INFORMS, vol. 26(4), pages 735-747, November.
  89. Fouad Ben Abdelaziz & Houda Alaya & Prasanta Kumar Dey, 2020. "A multi-objective particle swarm optimization algorithm for business sustainability analysis of small and medium sized enterprises," Annals of Operations Research, Springer, vol. 293(2), pages 557-586, October.
  90. Arjang Assad & Weixuan Xu, 1992. "The quadratic minimum spanning tree problem," Naval Research Logistics (NRL), John Wiley & Sons, vol. 39(3), pages 399-417, April.
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  93. 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.
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