Title: Sample average approximation method for the chance-constrained stochastic programming in the transportation model of emergency management

Authors: Chunlin Deng; Liu Yang

Addresses: School of Public Administration, Xiangtan University, 411105, Xiangtan, China ' Department of Mathematics and Computational Science, Xiangtan University, 411105, Xiangtan, China

Abstract: This study proposes a stochastic programming model for the transportation of emergency resource during the emergency response. Since it is difficult to predict the timing and magnitude of any disaster and its impact on the urban system, resource mobilisation is treated in a random manner, and the resource requirements are represented as random variables. Randomness is represented by the chance constraints in this paper. To deal with the difficulty in calculating the chance constraint function, we use conditional value at risk (CVaR) to approximate the chance constraint, and solve the approximation problem of the chance-constrained stochastic programming by using the sample average approximation (SAA) method. For a given sample, the SAA problem is a deterministic nonlinear programming (NLP) and any appropriate NLP code can be applied to solve the problem. The model and method provide a new way for the emergency logistics management engineering.

Keywords: emergency management; chance constraints; conditional VaR; CVaR; value at risk; SAA; sample average approximation; transport modelling; stochastic programming; emergency resources; emergency resource transportation; emergency response; urban systems; resource mobilisation; logistics management.

DOI: 10.1504/IJSPM.2014.066345

International Journal of Simulation and Process Modelling, 2014 Vol.9 No.4, pp.222 - 227

Received: 29 Apr 2013
Accepted: 24 Sep 2013
Published online: 30 Apr 2015 *

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