A note on Liu–Iwamura’s dependent-chance programming
نویسندگان
چکیده
منابع مشابه
A note on Liu-Iwamura's dependent-chance programming
Sometimes a complex stochastic decision system undertakes multiple tasks called events, and the decision-maker wishes to maximize the chance functions which are defined as the probabilities of satisfying these events. Originally introduced by Liu and Iwamura [6], dependent-chance programming is aimed at maximizing some chance functions of events in an uncertain environment. In this work we show...
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ژورنال
عنوان ژورنال: European Journal of Operational Research
سال: 2009
ISSN: 0377-2217
DOI: 10.1016/j.ejor.2008.11.004