min f(x, y, z) = 2x + y + yz + y² + z³
s.t. P{x + y + 4z < a} ≥ 0.10,
P{-2x + By + yz ≤ 10} ≥ 0.95,
2y = 1-4√z,
-0.5 ≤ y, z ≤ 0.25,
x ≥ 0.
The parameters α, β and y are independent and normally distributed random variables
with means 2, 4 and 10, and variances 1, 4 and 9, respectively.
Give the MATLAB commands for solving the problem as a deterministic model using
fmincon. Use P(Z ≤ 1.282) = 0.90 and P(Z < 1.645) = 0.95.
fi(xi) =
max {ri(gi) +fi+1(Xi-9i)},
0≤9iFi
where ri(gi) is the expected revenue from assigning gi crates to store i and fi(xi) be the
maximal expected revenue earned from assigning i crates to stores i = 1, 2, 3.
