Deterministic Solutions for a Class of Chance-Constrained Programming Problems

DOI10.1287/OPRE.15.3.495MaRDI QIDQ5544815zbMATH OpenOpenAlexFDO

Authors G. H. Symonds

Publication date 1967

Published in Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1287/opre.15.3.495

zbMATH Keywords

operations research

Cited in

(8)

• Some n by dn linear complementarity problems
• Error analysis for convex separable programs: Bounds on optimal and dual optimal solutions
• Deterministic equivalents for the problems of stochastic programming with probabilistic criteria
• Differentiability of probability function
• Chance constraint programming problems with parameters as exponential random variable
• Joint chance constrained programming with dependent parameters
• Nota sobre programacion lineal estocastica: Evolucion y estado actual. (I)
• An algorithm to solve a quantile optimization problem with loss function having a separable structure, and its application to an aerospace problem

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