Evaluation of the accuracy of Naslund's approximation for managerial decision making under uncertainty

DOI10.1016/0096-3003(93)90006-ZzbMath0768.90044MaRDI QIDQ2365630

Hüseyin Sarper

Publication date: 29 June 1993

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

zbMATH Keywords

project selectionchance-constrained mathematical programmingNaslund's approximation

Mathematics Subject Classification ID

Stochastic programming (90C15) Management decision making, including multiple objectives (90B50)

Uses Software

• LINDO

Cites Work

• Unnamed Item
• Experimental study on the efficiency and accuracy of a chance-constrained programming algorithm
• A Linear Approximation for Chance-Constrained Programming
• A Chance-Constrained Goal Programming Model for Capital Budgeting
• A Cutting Plane Approach for Chance Constrained Linear Programs
• Chance-Constrained Programming with 0-1 or Bounded Continuous Decision Variables

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