A Note on Chance-Constrained Programming
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Publication:4750418
DOI10.2307/2581128zbMath0511.90080OpenAlexW4234036731MaRDI QIDQ4750418
Publication date: 1983
Published in: The Journal of the Operational Research Society (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/2581128
stochastic processstochastic linear programoptimal policysequential decision problemchance-constrained programBayes policycontinuity and compactness assumptions
Linear programming (90C05) Stochastic programming (90C15) Markov and semi-Markov decision processes (90C40) Sequential statistical design (62L05)
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