Response to "Decision Problems Under Risk and Chance Constrained Programming: Dilemmas in the Transition"

Once again we show that the analysis of a very simple artificial example contrived by its authors for a general indictment of all chance constrained programming is itself in error. Proofs and further references are supplied below along with a discussion of other deficiencies and ambiguities in an article authored by A. J. Hogan, J. G. Morris and H. E. Thompson in Management Science, Vol. 27, No. 6 (June 1981).

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Year of publication:	1983
Authors:	Charnes, A. ; Cooper, W. W.
Published in:	Management Science. - Institute for Operations Research and the Management Sciences - INFORMS, ISSN 0025-1909. - Vol. 29.1983, 6, p. 750-753
Publisher:	Institute for Operations Research and the Management Sciences - INFORMS
Subject:	probability: stochastic model applications \| programming: stochastic \| chance constrained

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Extent:	application/pdf
Type of publication:	Article
Other identifiers:	10.1287/mnsc.29.6.750 [DOI]
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10009214474