On the Bayesability of chance-constrained programming problems

DOI10.1016/0167-6377(86)90029-5zbMath0588.90067OpenAlexW1984081071MaRDI QIDQ1073719

Irving H. La Valle

Publication date: 1986

Published in: Operations Research Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-6377(86)90029-5

zbMATH Keywords

risk aversionchance constraintsBayesabilitygoal-attainment failures

Mathematics Subject Classification ID

Stochastic programming (90C15) Utility theory (91B16)

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Cites Work

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• Transitive measurable utility
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• Note—A Comment on Blau's Dilemma in “Stochastic Programming” and Bayesian Decision Analysis
• Deterministic Equivalents for Optimizing and Satisficing under Chance Constraints