On Chance Constrained Programming Problems with Joint Constraints

DOI10.1287/mnsc.19.11.1326zbMath0315.90055OpenAlexW1965948557MaRDI QIDQ4077082

Vijay S. Bawa

Publication date: 1973

Published in: Management Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/mnsc.19.11.1326

Mathematics Subject Classification ID

Linear programming (90C05) Stochastic programming (90C15)

Related Items (6)

A joint chance-constrained programming model with row dependence ⋮ Nonnormal deterministic equivalents and a transformation in stochastic mathematical programming ⋮ Copula theory approach to stochastic geometric programming ⋮ Convexity of chance constrained programming problems with respect to a new generalized concavity notion ⋮ Convexity of chance constraints with independent random variables ⋮ Distributionally Robust Chance Constrained Geometric Optimization

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