Accession Number:

AD0656907

Title:

THE CURRENT STATE OF CHANCE-CONSTRAINED PROGRAMMING.

Descriptive Note:

Systems research memo.,

Corporate Author:

NORTHWESTERN UNIV EVANSTON ILL TECHNOLOGICAL INST

Personal Author(s):

Report Date:

1967-01-01

Pagination or Media Count:

30.0

Abstract:

This paper presents a survey of chance-constrained programming results and applications. It begins with a detailed discussion of the basic concepts involved in chance-constrained programming. This discussion is followed by a summary of results which have been established for a variety of chance-constrained models. Then a survey of applications is considered. Here the applicability of chance-constrained models to problems in financial planning and competitive decision making is emphasized.

Subject Categories:

  • Administration and Management
  • Operations Research

Distribution Statement:

APPROVED FOR PUBLIC RELEASE