Constructing Sets of Uniformly Tighter Linear Approximations for a Chance Constraint
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Publication:5663653
DOI10.1287/mnsc.17.11.736zbMath0249.90054OpenAlexW2130030719MaRDI QIDQ5663653
Publication date: 1971
Published in: Management Science (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1287/mnsc.17.11.736
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The diversification of currency loans: A comparison between safety-first and mean-variance criteria ⋮ A linear approximation method for solving a special class of the chance constrained programming problem ⋮ A chance-constrained programming algorithm ⋮ Genetic algorithm based technique for solving chance constrained problems ⋮ Experimental study on the efficiency and accuracy of a chance-constrained programming algorithm
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