Abstract

To solve the uncertainty in real decisions and overcome the limitations of random programming and fuzzy programming in application, we proposed two novel uncertain chance-constrained programming models based on optimistic and pessimistic value of uncertain variables in this paper. Firstly, the optimistic value and pessimistic value of uncertain variables were introduced as the objective functions and the chance constraints of uncertain programming were defined as constraint functions, then the optimistic value model and pessimistic value model were established. Secondly, two lemmas were proposed and proved to transform the uncertain chance-constrained programming model into an equivalent deterministic programming model. Finally, the feasibility and effectiveness of the proposed models and solutions were verified by a numerical example.

Full Text
Paper version not known

Talk to us

Join us for a 30 min session where you can share your feedback and ask us any queries you have

Schedule a call

Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.