Accession Number:

AD0632107

Title:

SOME SPECIAL P-MODELS IN CHANCE-CONSTRAINED PROGRAMMING

Descriptive Note:

Systems research memo.

Corporate Author:

NORTHWESTERN UNIV EVANSTON IL TECHNOLOGICAL INST

Personal Author(s):

Report Date:

1965-08-01

Pagination or Media Count:

23.0

Abstract:

Sufficient conditions are derived for decision rules to be optimal for two classes of n-period P-models of chance-constrained programming. It is shown that the optimal rule for period j is the optimal piecewise linear function of the decision rules of previous periods and certain fractile points. The optimal class of rules is shown to be the same for the n-period P-model as for the corresponding n-period E-model.

Subject Categories:

  • Administration and Management
  • Operations Research

Distribution Statement:

APPROVED FOR PUBLIC RELEASE