A Novel Algorithm of Stochastic Chance-Constrained Linear Programming and Its Application
The computation problem is discussed for the stochastic chance-constrained linear programming, and a novel direct algorithm, that is, simplex algorithm based on stochastic simulation, is proposed. The considered programming problem in this paper is linear programming with chance constraints and rand...
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| Veröffentlicht in: | Mathematical Problems in Engineering Jg. 2012; H. 2012; S. 324 - 340-023 |
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| Hauptverfasser: | , |
| Format: | Journal Article |
| Sprache: | Englisch |
| Veröffentlicht: |
Cairo, Egypt
Hindawi Limiteds
01.01.2012
Hindawi Publishing Corporation |
| ISSN: | 1024-123X, 1563-5147 |
| Online-Zugang: | Volltext |
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