Approximation method for chance-constrained programming of social consensus formation concerning IT risk countermeasure

Author

Samejima, Masaki ; Sasaki, Ryoichi

Author_Institution

Grad. Sch. of Inf. Sci. & Technol., Osaka Univ., Suita, Japan

fYear

2012

fDate

14-17 Oct. 2012

Firstpage

2751

Lastpage

2755

Abstract

The target of this paper is an integer programming with parameters of IT (Information Technology) risk countermeasures in order to decide the combination of IT risk countermeasures. Stakeholders in the social consensus formation do not always a unique value to each parameter of IT risk countermeasures. Regarding the parameters as random variables, we address chance constrained programming to minimize expectation of the objective function and to keep constraints with a certain probability. In order to solve the chance constrained programming, we apply the approximation method for converting chance constraints to deterministic constraints.

Keywords

approximation theory; integer programming; probability; risk analysis; social aspects of automation; IT risk countermeasure; IT risk countermeasures; approximation method; chance-constrained programming; deterministic constraints; integer programming; objective function; probability; social consensus formation; Approximation methods; Educational institutions; Force; Linear programming; Optimization; Programming; Random variables;

fLanguage

English

Publisher

ieee

Conference_Titel

Systems, Man, and Cybernetics (SMC), 2012 IEEE International Conference on

Conference_Location

Seoul

Print_ISBN

978-1-4673-1713-9

Electronic_ISBN

978-1-4673-1712-2

Type

conf

DOI

10.1109/ICSMC.2012.6378164

Filename

6378164