Accession Number:

AD0668676

Title:

OPTIMAL DECISION RULES FOR THE TRIANGULAR E MODEL OF CHANCE-CONSTRAINED PROGRAMMING

Descriptive Note:

Technical paper

Corporate Author:

RESEARCH ANALYSIS CORP MCLEAN VA

Personal Author(s):

Report Date:

1966-09-01

Pagination or Media Count:

33.0

Abstract:

The paper deals with an n-period E model of chance-constrained programming in which each period j 1,...,n generates exactly one new constraint. It is shown that there are cases in which the problem can be reduced to one of solving n rather simple one-variable nonlinear programming problems. The results of this paper are illustrated by means of an example giving the solution of a two-period problem of planning for liquidity in a savings and loan association.

Subject Categories:

  • Operations Research

Distribution Statement:

APPROVED FOR PUBLIC RELEASE