Nonnormal deterministic equivalents and a transformation in stochastic mathematical programming
type: Item
instance of: scholarly article
title: Nonnormal deterministic equivalents and a transformation in stochastic mathematical programming
zbMATH Open document ID: 0629.90063
DOI: 10.1016/0096-3003(87)90009-9
author: Ambrose Goicoechea
author: Lucien Duckstein
published in: Applied Mathematics and Computation
publication date: 1987-01-01T00:00:00Z
review text: A review of the techniques for stochastic programming problems with normal random variables involved into an objective function and into the constraints is presented. Problems with nonnormal random variables are also discussed. The deterministic equivalent is derived for a two- dimensional linear chance-constrained problem with uniform distribution of the parameters. A numerical example is presented.
reviewed by: Antanas Žilinskas
Mathematics Subject Classification ID: 90C15
zbMATH DE Number: 4025162
zbMATH Keywords: normal random variables
zbMATH Keywords: deterministic equivalent
zbMATH Keywords: two-dimensional linear chance-constrained problem
MaRDI profile type: Publication
full work available at URL: 0096-3003(87)90009-9
OpenAlex ID: W1978433887
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description: scientific article; zbMATH DE number 4025162