Beta
270058

Chance Constrained Programming with Exponential Input Coefficients

Article

Last updated: 05 Jan 2025

Subjects

-

Tags

-

Abstract

In this paper, we consider chance constrained programming (CCP) technique when at least two of the LHS input coefficients are random with two-parameter exponential distribution. Two approaches are introduced to transform CCP into  deterministic: (i) approach 1 assumes independence between exponential input coefficients and (ii)approach 2 assumes that random input coefficients are dependent with correlation coefficient ρ. Approach 1 for independence is an extension of Biswal's approach deals with m independent two – parameter exponential input coefficients instead  of single-parameter ones. Approach 2 of dependence uses Downton bivariate exponential (DBE) distribution under two cases; the first introduced case assumes that dependent input coefficients have single-parameter exponential marginals and the second introduced case is an extension of DBE distribution for two-parameter exponentials. It was shown that the equivalent deterministic transformation of the extension of approach 2 is a generalization of both approach 1 for m=2 when  ρ=0 and first case of approach 2 for single parameter exponential marginal when the second parameter is zero

DOI

10.21608/esju.2017.270058

Keywords

Bessel function - Biswal's approach - chance Constrained Programming Downton bivariate exponential distribution - input coefficients, non-linear Programming - probabilistic Programming - stochastic Programming two – parameter exponential distribution

Volume

61

Article Issue

1

Related Issue

33785

Issue Date

2017-06-01

Receive Date

2017-02-01

Publish Date

2017-06-01

Page Start

41

Page End

57

Print ISSN

0542-1748

Online ISSN

2786-0086

Link

https://esju.journals.ekb.eg/article_270058.html

Detail API

https://esju.journals.ekb.eg/service?article_code=270058

Order

3

Type

Original Article

Type Code

1,914

Publication Type

Journal

Publication Title

The Egyptian Statistical Journal

Publication Link

https://esju.journals.ekb.eg/

MainTitle

Chance Constrained Programming with Exponential Input Coefficients

Details

Type

Article

Created At

23 Jan 2023