Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
481446 | European Journal of Operational Research | 2009 | 4 Pages |
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.
Related Topics
Physical Sciences and Engineering
Computer Science
Computer Science (General)
Authors
Roberto Rossi, S. Armagan Tarim, Brahim Hnich, Steven Prestwich, Cahit Guran,