نتایج جستجو برای: chance constraint

تعداد نتایج: 115055  

Journal: :Math. Program. 2012
Simge Küçükyavuz

The mixing set with a knapsack constraint arises in deterministic equivalent of chance-constrained programming problems with finite discrete distributions. We first consider the case that the chance-constrained program has equal probabilities for each scenario. We study the resulting mixing set with a cardinality constraint and propose facet-defining inequalities that subsume known explicit ine...

Journal: :Information 2018
Yan Sun Guijie Zhang Zhijuan Hong Kunxiang Dong

Capacity uncertainty is a common issue in the transportation planning field. However, few studies discuss the intermodal routing problem with service capacity uncertainty. Based on our previous study on the intermodal routing under deterministic capacity consideration, we systematically explore how service capacity uncertainty influences the intermodal routing decision. First of all, we adopt t...

The performance of human resources is affected by various factors such as mental and physical fatigue, skill, and available time in the production systems. Generally, these mentioned factors have effects on human reliability and consequently change the reliability of production systems. Fatigue is a stochastic factor that changes according to other factors such as environmental conditions, work...

Journal: :Automatica 2015
Xiaojing Zhang Sergio Grammatico Georg Schildbach Paul J. Goulart John Lygeros

Many control design problems subject to uncertainty can be cast as chance constrained optimization programs. The Scenario Approach provides an intuitive way to address these problems by replacing the chance constraint with a finite number of sampled constraints (scenarios). The sample size critically depends on the so-called Helly’s dimension, which is always upper bounded by the number of deci...

2015
Peng Yu Cheng Fang Brian Charles Williams

When scheduling tasks for field-deployable systems, our solutions must be robust to the uncertainty inherent in the real world. Although human intuition is trusted to balance reward and risk, humans perform poorly in risk assessment at the scale and complexity of real world problems. In this paper, we present a decision aid system that helps human operators diagnose the source of risk and manag...

Journal: :Applied Mathematics and Computation 2013
Sibo Ding

A multi-product newsboy problem with uncertain demand and uncertain storage space is investigated under a warehousing chance constraint. It is assumed that indeterminacy may appear in demand and storage space due to rough estimation of their distributions by decision-maker. Uncertainty theory provides a new tool to deal with the human uncertainty. We develop an uncertain expected value programm...

Journal: :SIAM Journal on Optimization 2017
Shaoyan Guo Huifu Xu Liwei Zhang

Convergence analysis for optimization problems with chance constraints concerns impact of variation of probability measure in the chance constraints on the optimal value and the optimal solutions and research on this topic has been well documented in the literature of stochastic programming. In this paper, we extend such analysis to optimization problems with distributionally robust chance cons...

2015
Shaoyan Guo Huifu Xu Liwei Zhang

Stability analysis for optimization problems with chance constraints concerns impact of variation of probability measure in the chance constraints on the optimal value and optimal solutions and research on the topic has been well documented in the literature of stochastic programming. In this paper, we extend such analysis to optimization problems with distributionally robust chance constraints...

2017
Cheng Fang

Resistance to autonomous systems comes in part from the perceived unreliability of the systems. Concerns can be addressed by guarantees of the probability of success. This is achieved in chanceconstrained constraint programming (CC-CP) by imposing constraints required for success, and providing upper-bounds on the probability of violating constraints. This extended abstract reports on novel unc...

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