Probabilistic constraints in primal and dual linear programs: Duality results (Q1321278)
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scientific article; zbMATH DE number 557778
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Probabilistic constraints in primal and dual linear programs: Duality results |
scientific article; zbMATH DE number 557778 |
Statements
Probabilistic constraints in primal and dual linear programs: Duality results (English)
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27 April 1994
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chance-constrained problems
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convex analysis
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dually related probabilistic constrained problems
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bilinear function
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duality gap
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