A chance-constrained programming algorithm

DOI10.1007/BF01932309MaRDI QIDQ5661712zbMATH OpenFDO

Authors Yrjö Seppälä

Publication date 1972

Published in BIT (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF01932309

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Stochastic programming (90C15)

Cites work

• A Stochastic Programming Model
• Chance-constrained programming
• Chance-Constrained Programming with 0-1 or Bounded Continuous Decision Variables
• Constructing Sets of Uniformly Tighter Linear Approximations for a Chance Constraint
• Deterministic Equivalents for Optimizing and Satisficing under Chance Constraints
• Evolution of linear programming computing techniques
• scientific article; zbMATH DE number 3159112 (Why is no real title available?)
• scientific article; zbMATH DE number 3354818 (Why is no real title available?)
• scientific article; zbMATH DE number 3365056 (Why is no real title available?)
• Linear programming under uncertainty
• On some theorems of stochastic linear programming with applications
• The Cutting-Plane Method for Solving Convex Programs

Cited in

(3)

• The diversification of currency loans: A comparison between safety-first and mean-variance criteria
• Analysis of a chance-constrained new product risk model with multiple customer classes
• Experimental study on the efficiency and accuracy of a chance-constrained programming algorithm

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