Nonnormal deterministic equivalents and a transformation in stochastic mathematical programming (Q1094332): Difference between revisions
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Revision as of 20:48, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonnormal deterministic equivalents and a transformation in stochastic mathematical programming |
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Nonnormal deterministic equivalents and a transformation in stochastic mathematical programming (English)
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1987
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A review of the techniques for stochastic programming problems with normal random variables involved into an objective function and into the constraints is presented. Problems with nonnormal random variables are also discussed. The deterministic equivalent is derived for a two- dimensional linear chance-constrained problem with uniform distribution of the parameters. A numerical example is presented.
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normal random variables
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deterministic equivalent
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two-dimensional linear chance-constrained problem
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