TY - JOUR
ID - 119248
TI - Computation of three-stage stochastic transportation planning under an uncertain environment
JO - Annals of Optimization Theory and Practice
JA - AOTP
LA - en
SN - 2588-3666
AU - Singh, Shubham
AU - Nigam, Ritu
AU - Chakraborty, Debjani
AD - iit kharagpur
AD - IIT Kharagpur
AD - Department of Mathematics IIT Kharagpur
Y1 - 2020
PY - 2020
VL - 3
IS - 3
SP - 93
EP - 115
KW - stochastic optimization
KW - Chance constraints programming
KW - Essen inequality
DO - 10.22121/aotp.2020.252845.1047
N2 - Stochastic programming is often used to solve optimization problems where parameters are uncertain. In this article, we have proposed a mathematical model for a three-stage transportation problem, where the parameters, namely transport costs, demand, unload capacity and external purchasing costs are uncertain. In order to remove the uncertainty, we have proposed a new transformation technique to reformulate the uncertain model deterministically with the help of Essen inequality. The obtained equivalent deterministic model is nonlinear. Furthermore, we have provided a theorem to ensure that the deterministic model gives a feasible solution. Finally, a numerical example, following uniform random variables, is presented to illustrate the model and methodology.
UR - http://aotp.fabad-ihe.ac.ir/article_119248.html
L1 - http://aotp.fabad-ihe.ac.ir/article_119248_3f54634045711497ac70b96bb5d15e54.pdf
ER -