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


Rossi R. , TARIM Ş. A. , HNİCH B., Prestwich S., Guran C.

EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, vol.198, no.3, pp.983-986, 2009 (Journal Indexed in SCI) identifier identifier

  • Publication Type: Article / Article
  • Volume: 198 Issue: 3
  • Publication Date: 2009
  • Doi Number: 10.1016/j.ejor.2008.11.004
  • Title of Journal : EUROPEAN JOURNAL OF OPERATIONAL RESEARCH
  • Page Numbers: pp.983-986

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. Iwarnura, 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. (C) 2008 Elsevier B.V. All rights reserved.