A class of stochastic programming decision problems

DOI10.1080/02331887208801091MaRDI QIDQ5675549zbMATH OpenOpenAlexFDO

Authors András Prékopa

Publication date 1972

Published in Mathematische Operationsforschung Statistik (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02331887208801091

Mathematics Subject Classification ID

Stochastic programming (90C15) Convex programming (90C25)

Cited in

(4)

• Optimal capacity design under \(k\)-out-of-\(n\) and consecutive \(k\)-out-of-\(n\) type probabilistic constraints
• Probability maximization via Minkowski functionals: convex representations and tractable resolution
• A discussion of probability functions and constraints from a variational perspective
• IIS branch-and-cut for joint chance-constrained stochastic programs and application to optimal vaccine allocation

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