Chance-constrained programming (CCP) is one of the most difficult classes optimization problems that has attracted attention researchers since 1950s. In this survey, we focus on cases when only limited information distribution available, such as a sample from distribution, or moments distribution. We first review recent developments in mixed-integer linear formulations chance-constrained progra...

The Chance-Constrained Stochastic Programming (CCSP) is one of the models for decision making under uncertainty. In this paper, we consider the special case of the CCSP in which only the righthand side vector is random with a discrete distribution having a finite support. The unit commitment problem is one of the applications of the special case of the CCSP. Existing methods for exactly solving...

In this paper, a two-stage fuzzy random programming for a management problem in terms of water resources allocation having fuzzy random variable coefficients and decision vector of random variables is studied. The first results show the fact that a fuzzy pseudorandom optimal solution of a two-stage fuzzy random programming may be resolved into a two of pseudorandom optimal solutions of relative...

The purpose of the paper is to introduce a new type of fuzzy matrix games: fuzzy constrained matrix games. A computational method for its solution based on establishment of the auxiliary fuzzy linear programming for each player is proposed. The approach based on the multiobjective programming is established to solve these fuzzy linear programming. Effectiveness is illustrated with a numerical e...

Using Greedy Clustering Method to Solve Capacitated Location-Routing Problem with Fuzzy Demands Abstract In this paper, the capacitated location routing problem with fuzzy demands (CLRP_FD) is considered. In CLRP_FD, facility location problem (FLP) and vehicle routing problem (VRP) are observed simultaneously. Indeed the vehicles and the depots have a predefined capacity to serve the customerst...