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

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

EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, cilt.198, sa.3, ss.983-986, 2009 (SCI-Expanded) identifier identifier

  • Yayın Türü: Makale / Tam Makale
  • Cilt numarası: 198 Sayı: 3
  • Basım Tarihi: 2009
  • Doi Numarası: 10.1016/j.ejor.2008.11.004
  • Dergi Adı: EUROPEAN JOURNAL OF OPERATIONAL RESEARCH
  • Derginin Tarandığı İndeksler: Science Citation Index Expanded (SCI-EXPANDED), Scopus
  • Sayfa Sayıları: ss.983-986
  • Hacettepe Üniversitesi Adresli: Evet

Özet

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.