Modified chance constrained linear programming under uncertainty

DOI10.1080/00949650008812045MaRDI QIDQ2702953zbMATH OpenOpenAlexFDO

Authors Mary M. Whiteside, Mark E. Eakin, Byong Choi, Henry D. Crockett

Publication date 28 February 2001

Published in Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00949650008812045

zbMATH Keywords

collinearityOLS versus LAV regressionrobustness of optimal solutions

Mathematics Subject Classification ID

Stochastic programming (90C15)

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• Chance Constraints and Normal Deviates
• Chance-constrained programming
• Deterministic Equivalents for Optimizing and Satisficing under Chance Constraints
• Distribution-Free Approximations for Chance Constraints
• Linear programming under uncertainty
• Norms for Smoothing and Estimation
• On stochastic programming. I: Static linear programming under risk
• Stability of linear programming solutions using regression coefficients
• The optimal joint provision of water for irrigation and hydropower
• Use of Sample Information in Stochastic Recourse and Chance-Constrained Programming Models

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(5)

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• Measures of global sensitivity in linear programming: applications in banking sector
• Selecting tolerances in chance-constrained programming: A multiple objective linear programming approach

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