Dissection Methods for Solutions in Chance Constrained Programming Problems Under Discrete Distributions

DOI10.1287/MNSC.16.11.708MaRDI QIDQ5612243zbMATH OpenOpenAlexFDO

Authors W. M. Raike

Publication date 1970

Published in Management Science (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1287/mnsc.16.11.708

Mathematics Subject Classification ID

Linear programming (90C05) Mixed integer programming (90C11) Stochastic programming (90C15)

Cited in

(6)

• On relations between chance constrained and penalty function problems under discrete distributions
• An acceptance region theory for chance-constrained programming
• Mean-value at risk portfolio efficiency: approaches based on data envelopment analysis models with negative data and their empirical behaviour
• Nonlinear chance constrained problems: optimality conditions, regularization and solvers
• Stochastic programming problems with generalized integrated chance constraints
• On integrated chance constraints in ALM for pension funds

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