Change-constrained stochastic programming problem with normal, t and skew normal, skew t distributions

Year 2021, Volume: 70 Issue: 1, 180 - 193, 30.06.2021

Gültaç Eroğlu İnan

https://doi.org/10.31801/cfsuasmas.685733

Abstract

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 a_ij technologic coefficient and the b_i 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.

Keywords

Change Constrained Stochastic Programming, Skewness, Skew Normal Distribution, Skew t Distribution

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