CHANGE-CONSTRAINED STOCHASTIC PROGRAMMING PROBLEM WITH NORMAL, T AND SKEW NORMAL, SKEW T DISTRIBUTIONS

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EROĞLU İNAN G.

COMMUNICATIONS FACULTY OF SCIENCES UNIVERSITY OF ANKARA-SERIES A1 MATHEMATICS AND STATISTICS, vol.70, no.1, pp.180-193, 2021 (ESCI)

• Publication Type: Article / Article
• Volume: 70 Issue: 1
• Publication Date: 2021
• Doi Number: 10.31801/cfsuasmas.685733
• Journal Name: COMMUNICATIONS FACULTY OF SCIENCES UNIVERSITY OF ANKARA-SERIES A1 MATHEMATICS AND STATISTICS
• Journal Indexes: Emerging Sources Citation Index (ESCI), TR DİZİN (ULAKBİM)
• Page Numbers: pp.180-193
• Keywords: Change constrained stochastic programming, skewness, skew normal distribution, skew t distribution
• Ankara University Affiliated: Yes

Abstract

In this paper, a change constrained optimization programming problem is studied under the assumption that the model coefficients in the inequalities defined 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.