Chance-Constrained Linear Programming with Chi-Square Type Deviates

The implications of replacing the assumption of normal distribution of the parameters (A, b, c) by chi-square and other related nonnegative distributions are discussed here in the framework of chance-constrained linear programming.

MoreLess

Year of publication:	1972
Authors:	Sengupta, Jati K.
Published in:	Management Science. - Institute for Operations Research and the Management Sciences - INFORMS, ISSN 0025-1909. - Vol. 19.1972, 3, p. 337-349
Publisher:	Institute for Operations Research and the Management Sciences - INFORMS

More details

Extent:	application/pdf
Type of publication:	Article
Other identifiers:	10.1287/mnsc.19.3.337 [DOI]
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10009204068