Gochet, Willy F.; Padberg, Manfred W. - In: Management Science 20 (1974) 9, pp. 1284-1291
The triangular model of chance-constrained programming with stochastic A-matrix and deterministic right-hand side is considered. The use of conditional probabilities makes it possible to solve this problem for any type of distribution function of the elements of the A-matrix provided that there...