Distribution-Free Approximations for Chance Constraints

DOI10.1287/OPRE.22.3.610MaRDI QIDQ4770781zbMATH OpenOpenAlexFDO

Authors

Publication date 1974

Published in Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1287/opre.22.3.610

Mathematics Subject Classification ID

Stochastic programming (90C15)

Cited in

(7)

• Nonnormal deterministic equivalents and a transformation in stochastic mathematical programming
• Stochastic vehicle routing: A comprehensive approach
• Chance constrained programming approaches to congestion in stochastic data envelopment analysis.
• A joint chance-constrained programming model with row dependence
• A distribution-free approach to stochastic efficiency measurement with inclusion of expert knowledge
• Scenario approximation of robust and chance-constrained programs
• Modified chance constrained linear programming under uncertainty

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