Rossi, RobertoTarim, S. ArmaganHnich, BrahimPrestwich, StevenGuran, Cahit2023-06-162023-06-1620090377-2217https://doi.org/10.1016/j.ejor.2008.11.004https://hdl.handle.net/20.500.14365/1183Sometimes a complex stochastic decision system undertakes multiple tasks called events, and the decision-maker wishes to maximize the chance functions which are defined as the probabilities of satisfying these events. Originally introduced by Liu and Iwamura [B. Liu, K. Iwarnura, Modelling stochastic decision systems using dependent-chance programming, European journal of Operational Research 101 (1997) 193-203], dependent-chance programming is aimed at maximizing some chance functions of events in an uncertain environment. In this work. we show that the original dependent chance-programming framework needs to be extended in order to capture an exact reliability measure for a given plan. (C) 2008 Elsevier B.V. All rights reserved.eninfo:eu-repo/semantics/openAccessInventory controlInteger programmingConstraint programmingDemand uncertaintyArticle10.1016/j.ejor.2008.11.0042-s2.0-64049118716