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

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.

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