The chance constrained critical path with location-scale distributions
The chance-constrained critical path (CCCP) problem with zero order decision rule and equal minimum probability levels \(\beta\) is considered. It is shown that for the family of location-scale probability distribution functions there always exists a value \(\beta_ 0\) such that for \(\beta \geq \beta_ 0\) the CCCP remains unchanged. The value \(\beta_ 0\) is easily obtained from the solution of a simple network problem.
scientific article; zbMATH DE number 3882201