A chance-constrained programming algorithm

DOI10.1007/BF01932309zbMath0247.90048MaRDI QIDQ5661712

Yrjö Seppälä

Publication date: 1972

Published in: BIT (Search for Journal in Brave)

Mathematics Subject Classification ID

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

Related Items (3)

The diversification of currency loans: A comparison between safety-first and mean-variance criteria ⋮ Analysis of a chance-constrained new product risk model with multiple customer classes ⋮ Experimental study on the efficiency and accuracy of a chance-constrained programming algorithm

Cites Work

• Chance-Constrained Programming
• Linear Programming under Uncertainty
• Evolution of Linear Programming Computing Techniques
• On Some Theorems of Stochastic Linear Programming with Applications
• The Cutting-Plane Method for Solving Convex Programs
• A Stochastic Programming Model
• Chance-Constrained Programming with 0-1 or Bounded Continuous Decision Variables
• Constructing Sets of Uniformly Tighter Linear Approximations for a Chance Constraint
• Deterministic Equivalents for Optimizing and Satisficing under Chance Constraints
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