On information-augmented chance-constrained programs (Q1076610): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On information-augmented chance-constrained programs |
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On information-augmented chance-constrained programs (English)
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1986
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Motivated by discussions in papers by \textit{R. A. Blau} [Management Sci., Theory 21, 271-276 (1974; Zbl 0305.90040)] and \textit{A. Charnes} and \textit{W. W. Cooper} [ibid. 22, 498-500 (1975)], the author compares optimal values of chance- constrained programs with discrete distributions under various assumptions about the underlying information structure.
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optimal values
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chance- constrained programs
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discrete distributions
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