Probabilistic constraints in primal and dual linear programs: Duality results

DOI10.1007/BF00940494zbMath0796.90038MaRDI QIDQ1321278

É. Komáromi

Publication date: 27 April 1994

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

zbMATH Keywords

duality gapconvex analysisbilinear functionchance-constrained problemsdually related probabilistic constrained problems

Mathematics Subject Classification ID

Nonsmooth analysis (49J52) Linear programming (90C05) Stochastic programming (90C15)

Related Items (1)

Random-payoff two-person zero-sum game with joint chance constraints

Cites Work

• Unnamed Item
• On properties of the probabilistic contrained linear programming problem and its dual
• Chance-Constrained Programming
• A dual method for probabilistic constrained problems
• Expected Utility and the Truncated Normal Distribution
• Contributions to the theory of stochastic programming
• Chance Constrained Programming with Joint Constraints
• Convex Analysis
• Marginal Values in Linear Programming

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