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- W26265107 abstract "AbstractChance-constrained programming provides a powerful means of modeling decision systems on the assumption that the constraints will hold at least α of time, where α is the confidence level provided as an approximate safety margin by the decision-maker. For fuzzy decision problems, Liu and Iwamura introduced a maximax chance-constrained programming model, and Liu provided a maximin chance-constrained programming model, which respectively maximize the optimistic value and the pessimistic value of the fuzzy objective under certain credibility constraints. Nowadays, fuzzy chance-constrained programming models have been widely used in many real-life applications. This chapter mainly introduces the concepts of optimistic value and pessimistic value, chance-constrained programming models, fuzzy simulation, and applications in fuzzy portfolio analysis.KeywordsChance-constrained Programming ModelPessimistic ValueFuzzy SimulationFuzzy Decision ProblemsMaximum Optimal ValueThese keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves." @default.
- W26265107 created "2016-06-24" @default.
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- W26265107 date "2013-01-01" @default.
- W26265107 modified "2023-09-27" @default.
- W26265107 title "Chance-Constrained Programming Model" @default.
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- W26265107 doi "https://doi.org/10.1007/978-3-642-36376-4_4" @default.
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