Geodesic
Optimizing Chance Constraint Multiple-Objective Fractional Mathematical Programming Problem Involving Dependent Random Variable
Kragujevac Journal of Mathematics, Tome 49 (2025) no. 2, p. 239

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This manuscript suggests a methodology to solve chance constraint multiple-objective linear fractional mathematical programming problem in which the parameters are dependent random variables to each other. The proposed problem is formulated by taking few of the parameters as continuous dependent random variables. The proposed model cannot be solved directly by using existing methodology. Thus in order to solve the proposed model, an equivalent deterministic model is derived. The procedure to solve the proposed model is accomplished in two main steps. Initially, the proposed multiple-objective chance constraint linear fractional mathematical problem is transformed to deterministic equivalent multiple-objective linear fractional mathematical programming by the help of chance constrained method. In the second step, multiple-objective functions, which consist of fractional functions is solved by using lexicographic programming approach. Finally, an example is mentioned to illustrate the methodology.
Classification : 90C05, 90C15, 90C29, 90C32
Keywords: multiple-objective programming problem, chance constraint programming problem, fractional programming problem, lexicography method, dependent random variables 
Berhanu Belay; Srikumar Acharya. Optimizing Chance Constraint Multiple-Objective Fractional Mathematical Programming Problem Involving Dependent Random Variable. Kragujevac Journal of Mathematics, Tome 49 (2025) no. 2, p. 239 . http://geodesic.mathdoc.fr/item/KJM_2025_49_2_a4/
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     author = {Berhanu Belay and Srikumar Acharya},
     title = {Optimizing {Chance} {Constraint} {Multiple-Objective} {Fractional} {Mathematical} {Programming} {Problem} {Involving} {Dependent} {Random} {Variable}},
     journal = {Kragujevac Journal of Mathematics},
     pages = {239 },
     year = {2025},
     volume = {49},
     number = {2},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/KJM_2025_49_2_a4/}
}
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