A Note on Chance-Constrained Programming

DOI10.2307/2581128zbMath0511.90080OpenAlexW4234036731MaRDI QIDQ4750418

Wolf-Rüdiger Heilmann

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

zbMATH Keywords

stochastic processstochastic linear programoptimal policysequential decision problemchance-constrained programBayes policycontinuity and compactness assumptions

Mathematics Subject Classification ID

Linear programming (90C05) Stochastic programming (90C15) Markov and semi-Markov decision processes (90C40) Sequential statistical design (62L05)

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