Joint Randomized Decisions in Chance-Constrained Programming

DOI10.2307/2581174MaRDI QIDQ3316969zbMATH OpenOpenAlexFDO

Authors Malay Bhattacharyya

Publication date 1984

Published in The Journal of the Operational Research Society (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/2581174

zbMATH Keywords

441.90078correct solutiondeterministic solutionminimization of an expected sum

Mathematics Subject Classification ID

Stochastic programming (90C15)

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(5)

• Nonnormal deterministic equivalents and a transformation in stochastic mathematical programming
• A joint chance-constrained programming model with row dependence
• Joint chance constrained input shaping
• Joint chance constrained programming with dependent parameters
• Optimal randomized decision rule in univariate stochastic programming

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