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Genetic Algorithm based technique for solving Chance Constrained Problems

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  • Poojari, Chandra A.
  • Varghese, Boby

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  • Poojari, Chandra A. & Varghese, Boby, 2008. "Genetic Algorithm based technique for solving Chance Constrained Problems," European Journal of Operational Research, Elsevier, vol. 185(3), pages 1128-1154, March.
  • Handle: RePEc:eee:ejores:v:185:y:2008:i:3:p:1128-1154
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    References listed on IDEAS

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    1. A. Charnes & W. W. Cooper, 1959. "Chance-Constrained Programming," Management Science, INFORMS, vol. 6(1), pages 73-79, October.
    2. Robinson, John B., 1988. "Loaded questions : New approaches to utility forecasting," Energy Policy, Elsevier, vol. 16(1), pages 58-68, February.
    3. Seppala, Yrjo & Orpana, Tuomo, 1984. "Experimental study on the efficiency and accuracy of a chance-constrained programming algorithm," European Journal of Operational Research, Elsevier, vol. 16(3), pages 345-357, June.
    4. 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.
    5. Zare M., Yahia & Daneshmand, Ahmad, 1995. "A linear approximation method for solving a special class of the chance constrained programming problem," European Journal of Operational Research, Elsevier, vol. 80(1), pages 213-225, January.
    6. Vlerk, Maarten H. van der, 2003. "Integrated chance constraints in an ALM model for pension funds," Research Report 03A21, University of Groningen, Research Institute SOM (Systems, Organisations and Management).
    7. C. van de Panne & W. Popp, 1963. "Minimum-Cost Cattle Feed Under Probabilistic Protein Constraints," Management Science, INFORMS, vol. 9(3), pages 405-430, April.
    8. Fredrick S. Hillier, 1967. "Chance-Constrained Programming with 0-1 or Bounded Continuous Decision Variables," Management Science, INFORMS, vol. 14(1), pages 34-57, September.
    9. George B. Dantzig, 1955. "Linear Programming under Uncertainty," Management Science, INFORMS, vol. 1(3-4), pages 197-206, 04-07.
    10. Yrjö Seppälä, 1971. "Constructing Sets of Uniformly Tighter Linear Approximations for a Chance Constraint," Management Science, INFORMS, vol. 17(11), pages 736-749, July.
    11. repec:dgr:rugsom:03a21 is not listed on IDEAS
    12. Kampas, Athanasios & White, Ben, 2003. "Probabilistic programming for nitrate pollution control: Comparing different probabilistic constraint approximations," European Journal of Operational Research, Elsevier, vol. 147(1), pages 217-228, May.
    13. Asgeir Tomasgard & Jan Audestad & Shane Dye & Leen Stougie & Maarten van der Vlerk & Stein Wallace, 1998. "Modelling aspects of distributed processingin telecommunication networks," Annals of Operations Research, Springer, vol. 82(0), pages 161-185, August.
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    3. Nezamoddini, Nasim & Gholami, Amirhosein & Aqlan, Faisal, 2020. "A risk-based optimization framework for integrated supply chains using genetic algorithm and artificial neural networks," International Journal of Production Economics, Elsevier, vol. 225(C).
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    8. 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.
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