THE CURRENT STATE OF CHANCE-CONSTRAINED PROGRAMMING.
Systems research memo.,
NORTHWESTERN UNIV EVANSTON ILL TECHNOLOGICAL INST
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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.
- Administration and Management
- Operations Research