CHANCE-CONSTRAINED GENERALIZED NETWORKS
NORTHWESTERN UNIV EVANSTON IL TECHNOLOGICAL INST
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An extension to the theory of linear programming over generalized networks is presented which replaces the generalized Kirchoff node conditions by chance constraints. The extension is motivated by a class of problems in sanitary and chemical engineering in which the non-zero entries in the generalized incidence matrix may be random variables. Duality relationships are established for appropriate pairs of such chance-constrained programming problems by showing that their deterministic equivalents consist of a deterministic generalized network problem and its dual. It is also shown how these duality relationships may be exploited in order to obtain actual solutions to chance-constrained generalized network problems.
- Industrial Chemistry and Chemical Processing
- Operations Research
- Civil Engineering