A New Approach to Model Dependent Chance Programming

Sometimes multiple tasks, called events, undertake in a complicated system. In this situation suppose a chance function for decision maker which means the probabilities of satisfying these events. Decision maker is interested in maximizing the chance function. This kind of models are called dependent chance programming and is originally introduced by Liu (1997). The original modeling way tries to achieve decision maker wishes in an uncertain environment that is difficult to model, understand and solve. In this paper we have introduced a new approach to model such problems, but in our approach we will obtain a deterministic environment which is easier.