A note on Liu-Iwamura's dependent-chance programming

Roberto Rossi; S. Armagan Tarim; Brahim Hnich; Steven Prestwich; Cahit Guran

doi:10.1016/j.ejor.2008.11.004

A note on Liu-Iwamura's dependent-chance programming

Roberto Rossi
, S. Armagan Tarim
, Brahim Hnich
, Steven Prestwich
, Cahit Guran

Research output: Contribution to journal › Article › peer-review

Abstract

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 [B. Liu, K. Iwamura, Modelling stochastic decision systems using dependent-chance programming, European Journal of Operational Research 101 (1997) 193-203], dependent-chance programming is aimed at maximizing some chance functions of events in an uncertain environment. In this work, we show that the original dependent chance-programming framework needs to be extended in order to capture an exact reliability measure for a given plan.

Original language	English
Pages (from-to)	983-986
Number of pages	4
Journal	European Journal of Operational Research
Volume	198
Issue number	3
DOIs	https://doi.org/10.1016/j.ejor.2008.11.004
Publication status	Published - 1 Nov 2009

Keywords

Constraint programming
Demand uncertainty
Integer programming
Inventory control

Access to Document

10.1016/j.ejor.2008.11.004

Cite this

@article{0a6277a4b71b4d98888890b0ded2c4ce,

title = "A note on Liu-Iwamura's dependent-chance programming",

abstract = "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 [B. Liu, K. Iwamura, Modelling stochastic decision systems using dependent-chance programming, European Journal of Operational Research 101 (1997) 193-203], dependent-chance programming is aimed at maximizing some chance functions of events in an uncertain environment. In this work, we show that the original dependent chance-programming framework needs to be extended in order to capture an exact reliability measure for a given plan.",

keywords = "Constraint programming, Demand uncertainty, Integer programming, Inventory control",

author = "Roberto Rossi and \{Armagan Tarim\}, S. and Brahim Hnich and Steven Prestwich and Cahit Guran",

year = "2009",

month = nov,

day = "1",

doi = "10.1016/j.ejor.2008.11.004",

language = "English",

volume = "198",

pages = "983--986",

journal = "European Journal of Operational Research",

issn = "0377-2217",

publisher = "Elsevier B.V.",

number = "3",

}

TY - JOUR

T1 - A note on Liu-Iwamura's dependent-chance programming

AU - Rossi, Roberto

AU - Armagan Tarim, S.

AU - Hnich, Brahim

AU - Prestwich, Steven

AU - Guran, Cahit

PY - 2009/11/1

Y1 - 2009/11/1

N2 - 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 [B. Liu, K. Iwamura, Modelling stochastic decision systems using dependent-chance programming, European Journal of Operational Research 101 (1997) 193-203], dependent-chance programming is aimed at maximizing some chance functions of events in an uncertain environment. In this work, we show that the original dependent chance-programming framework needs to be extended in order to capture an exact reliability measure for a given plan.

AB - 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 [B. Liu, K. Iwamura, Modelling stochastic decision systems using dependent-chance programming, European Journal of Operational Research 101 (1997) 193-203], dependent-chance programming is aimed at maximizing some chance functions of events in an uncertain environment. In this work, we show that the original dependent chance-programming framework needs to be extended in order to capture an exact reliability measure for a given plan.

KW - Constraint programming

KW - Demand uncertainty

KW - Integer programming

KW - Inventory control

UR - https://www.scopus.com/pages/publications/64049118716

U2 - 10.1016/j.ejor.2008.11.004

DO - 10.1016/j.ejor.2008.11.004

M3 - Article

AN - SCOPUS:64049118716

SN - 0377-2217

VL - 198

SP - 983

EP - 986

JO - European Journal of Operational Research

JF - European Journal of Operational Research

IS - 3

ER -

A note on Liu-Iwamura's dependent-chance programming

Abstract

Keywords

Access to Document

Other files and links

Fingerprint

Cite this