Mathematical programming problems having parameters as gamma random variables in chance constraints

Vaskar Sarkar, Kripasindhu Chaudhuri, RathindraNath Mukherjee

Abstract


In this paper we have discussed a transformation procedure of the chance constraints, to arrive at the deterministic constraints, for mathematical programming problem having parameters as Gamma random variables in chance constraints. We have used geometric inequality and some other inequalities for this transformation. We solved, the transformed deterministic problem having non-linear constraints, using generic package LINGO 10 and verified the solution using MATLAB 7.6.

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Published: 2016-03-10

How to Cite this Article:

Vaskar Sarkar, Kripasindhu Chaudhuri, RathindraNath Mukherjee, Mathematical programming problems having parameters as gamma random variables in chance constraints, Advances in Inequalities and Applications, Vol 2016 (2016), Article ID 5

Copyright © 2016 Vaskar Sarkar, Kripasindhu Chaudhuri, RathindraNath Mukherjee. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

Advances in Inequalities and Applications

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