In this paper, a change constrained optimization programming problem is studied under the assumption that the model coe¢ cients in the inequalities defned as random variables are independent and assumed to be Normal, t; Non Normal Skew distributions; Skew Normal and Skew t distributions. The Hulkursar method transform the stochastic programming problem into a non-linear deterministic problem is used in the study. The most common distribution in CCSP is the Normal Distribution; but the real world problems always may not include normality.
Therefore; in the practice stage, an application that the aij technologic coefficient and the bi right side values in the inequalities have both Normal, t; Skew Normal and Skew t distributions is given. Finally the obtained results have been compared.
Change Constrained Stochastic Programming Skewness Skew Normal Distribution Skew t Distribution
Birincil Dil | İngilizce |
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Konular | Uygulamalı Matematik |
Bölüm | Research Article |
Yazarlar | |
Yayımlanma Tarihi | 30 Haziran 2021 |
Gönderilme Tarihi | 6 Şubat 2020 |
Kabul Tarihi | 5 Aralık 2020 |
Yayımlandığı Sayı | Yıl 2021 Cilt: 70 Sayı: 1 |
Communications Faculty of Sciences University of Ankara Series A1 Mathematics and Statistics.
This work is licensed under a Creative Commons Attribution 4.0 International License.