The chance constrained critical path with location-scale distributions

DOI10.1016/0377-2217(84)90157-7MaRDI QIDQ759649zbMATH OpenOpenAlexFDO

Authors Moshe Kress

Publication date 1984

Published in European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0377-2217(84)90157-7

zbMATH Keywords

chance-constrained critical pathequal minimum probability levelszero order decision rule

Mathematics Subject Classification ID

Stochastic programming (90C15) Programming involving graphs or networks (90C35)

Review text

The chance-constrained critical path (CCCP) problem with zero order decision rule and equal minimum probability levels \(\beta\) is considered. It is shown that for the family of location-scale probability distribution functions there always exists a value \(\beta_ 0\) such that for \(\beta \geq \beta_ 0\) the CCCP remains unchanged. The value \(\beta_ 0\) is easily obtained from the solution of a simple network problem.

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Cites work

• A note on two problems in connexion with graphs
• Critical Path Analyses Via Chance Constrained and Stochastic Programming
• Deterministic Equivalents for Optimizing and Satisficing under Chance Constraints
• scientific article; zbMATH DE number 3551712 (Why is no real title available?)

Cited in

(3)

• Chance-constrained programming in activity networks: A critical evaluation
• Almost sure critical paths
• A heuristic procedure for solving the dynamic probabilistic project expediting problem

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