A Note on Chance-Constrained Programming (Q4750418)
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scientific article; zbMATH DE number 3807363
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Note on Chance-Constrained Programming |
scientific article; zbMATH DE number 3807363 |
Statements
A Note on Chance-Constrained Programming (English)
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1983
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stochastic linear program
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sequential decision problem
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Bayes policy
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chance-constrained program
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stochastic process
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continuity and compactness assumptions
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optimal policy
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