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...

This paper presents a stochastic linear programming formulation of a firm's short term financial planning problem. This framework allows a more realistic representation of the uncertainties fundamental to this problem than previous models. In addition, using Wets's algorithm for linear simple...

This paper illustrates a shift scheduling procedure for a commercial bank's encoder work force for check processing in the presence of daily work load uncertainty. The author presents a chance constraint model for determining the appropriate safety capacity, analogous to safety stock in...