A Note on Chance-Constrained Programming

DOI10.2307/2581128zbMATH Open0511.90080OpenAlexW4234036731MaRDI QIDQ4750418FDOQ4750418

Authors: 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 processoptimal policystochastic linear programsequential decision problemchance-constrained programBayes policycontinuity and compactness assumptions

Mathematics Subject Classification ID

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

Cited In (1)

• Assigning resources and targets to an organization's activities

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