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Randomized Decisions in Chance-Constrained Programming - MaRDI portal

Randomized Decisions in Chance-Constrained Programming

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Publication:3686434

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DOI10.2307/2582025zbMath0569.90066OpenAlexW4240708838MaRDI QIDQ3686434

Martin Knott

Publication date: 1985

Published in: The Journal of the Operational Research Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/2582025

zbMATH Keywords

randomized decisions in chance-constrained programming

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Convex programming (90C25) Stochastic programming (90C15)

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