On information-augmented chance-constrained programs
type: Item
instance of: scholarly article
title: On information-augmented chance-constrained programs
zbMATH Open document ID: 0593.90062
DOI: 10.1016/0167-6377(86)90006-4
published in: Operations Research Letters
publication date: 1986-01-01T00:00:00Z
review text: Motivated by discussions in papers by \textit{R. A. Blau} [Management Sci., Theory 21, 271-276 (1974; Zbl 0305.90040)] and \textit{A. Charnes} and \textit{W. W. Cooper} [ibid. 22, 498-500 (1975)], the author compares optimal values of chance- constrained programs with discrete distributions under various assumptions about the underlying information structure.
Mathematics Subject Classification ID: 90C15
Mathematics Subject Classification ID: 90B50
zbMATH DE Number: 3954657
zbMATH Keywords: optimal values
zbMATH Keywords: chance- constrained programs
zbMATH Keywords: discrete distributions
author: Irving H. La Valle
reviewed by: Jitka Dupačová
MaRDI profile type: Publication
full work available at URL: 0167-6377(86)90006-4
OpenAlex ID: W2046110405
cites work: The Value of Information and Stochastic Programming
cites work: Information in two‐stage programming under uncertainty
cites work: On the Foundations of Statistical Inference
cites work: Stochastic Programming and Decision Analysis: An Apparent Dilemma
cites work: Statistical decision analysis of stochastic linear programming problems
cites work: Deterministic Equivalents for Optimizing and Satisficing under Chance Constraints
cites work: Note—A Comment on Blau's Dilemma in “Stochastic Programming” and Bayesian Decision Analysis
cites work: On decision rules in stochastic programming
cites work: Sharp Bounds on the Value of Perfect Information
cites work: Q4176808
cites work: Q5571446
description: scientific article; zbMATH DE number 3954657