Nonnormal deterministic equivalents and a transformation in stochastic mathematical programming

DOI10.1016/0096-3003(87)90009-9zbMath0629.90063OpenAlexW1978433887MaRDI QIDQ1094332

Ambrose Goicoechea, Lucien Duckstein

Publication date: 1987

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0096-3003(87)90009-9

zbMATH Keywords

normal random variablesdeterministic equivalenttwo-dimensional linear chance-constrained problem

Mathematics Subject Classification ID

Stochastic programming (90C15)

Related Items (7)

Stochastic programming problems involving Pareto distribution ⋮ Chance constrained programming with some non-normal continuous random variables ⋮ A sparse enhanced indexation model with chance and cardinality constraints ⋮ Stochastic simulation based genetic algorithm for chance constraint programming problems with some discrete random variables ⋮ Probabilistic linearly constrained programming problems with lognormal random variables. ⋮ Probabilistic linear programming problems with exponential random variables: a technical note ⋮ Multi-objective stochastic transportation problem involving three-parameter extreme value distribution

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