CHANGE-CONSTRAINED STOCHASTIC PROGRAMMING PROBLEM WITH NORMAL, T AND SKEW NORMAL, SKEW T DISTRIBUTIONS
COMMUNICATIONS FACULTY OF SCIENCES UNIVERSITY OF ANKARA-SERIES A1 MATHEMATICS AND STATISTICS, cilt.70, sa.1, ss.180-193, 2021 (ESCI, TRDizin)
- Yayın Türü: Makale / Tam Makale
- Cilt numarası: 70 Sayı: 1
- Basım Tarihi: 2021
- Doi Numarası: 10.31801/cfsuasmas.685733
- Dergi Adı: COMMUNICATIONS FACULTY OF SCIENCES UNIVERSITY OF ANKARA-SERIES A1 MATHEMATICS AND STATISTICS
- Derginin Tarandığı İndeksler: Emerging Sources Citation Index (ESCI), TR DİZİN (ULAKBİM)
- Sayfa Sayıları: ss.180-193
- Anahtar Kelimeler: Change constrained stochastic programming, skewness, skew normal distribution, skew t distribution
- Açık Arşiv Koleksiyonu: AVESİS Açık Erişim Koleksiyonu
- Ankara Üniversitesi Adresli: Evet
Özet
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.