In this paper, we consider an allocation problem in multivariate surveys with non-linear costs of enumeration as a problem of non-linear stochastic programming with multiple objective functions. The solution is obtained through Chance Constrained programming. A different formulation of the problem is also presented in which the non-linear cost function is minimised under the precision constrain...

In this paper, chance-constrained 0–1 integer programming models for the stochastic traditional and U-type line balancing (ULB) problem are developed. These models are solved for several test problems that are well known in the literature and the computational results are given. In addition, a goal programming approach is presented in order to increase the system reliability, which is arising f...

A novel chance constrained programming approach for process optimization of large-scale nonlinear dynamic systems and control under uncertainty is proposed. The stochastic property of the uncertainties is explicitly considered in the problem formulation in which some input and state constraints are to be complied with predefined probability levels. This incorporates the issue of feasibility and...

Determination a sequence of extracting ore is one of the most important problems in mine annual production scheduling. Production scheduling affects mining performance especially in a poly-metallic open pit mine with considering the imposed operational and physical constraints mandated by high levels of reliability in relation to the obtained actual results. One of the important operational con...

In this paper, the fuzzy multi-depot vehicle routing problem with simultaneous pickup and delivery (FMDVRP-SPD) is investigated. The FMDVRP-SPD is the problem of allocating customers to several depots, so that the optimal set of routes is determined simultaneously to serve the pickup and the delivery demands of each customer within scattered depots. In the problem, both pickup and delivery dema...

In this paper a fuzzy goal programming technique is presented to solve multiobjective decision making problems in a probabilistic decision making environment where the right sided parameters associated with the system constraints are exponentially distributed fuzzy random variables. In model formulation of the problem, the fuzzy chance constrained programming problem is converted into a fuzzy p...

Multi-objective programming with uncertain information has been widely applied in modeling of industrial produce and logistic distribution problems. Usually the expectation value model and chance-constrained model as solution models are used to deal with such uncertain programming. In this paper, we consider the uncertain programming problem which contains random information and rough informati...

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...

In this paper, we consider an n-player non-cooperative game where the random payoff function of each player is defined by its expected value and her strategy set a joint chance constraint. The constraint vectors are independent. We case when probability distribution vector belongs to subset elliptical distributions as well it finite mixture from subset. propose convex reformulation derive bound...