Accession Number:

AD0716269

Title:

Coarse-Conditioned Chance-Constrained Programming.

Descriptive Note:

Research rept.,

Corporate Author:

CARNEGIE-MELLON UNIV PITTSBURGH PA MANAGEMENT SCIENCES RESEARCH GROUP

Personal Author(s):

Report Date:

1970-04-01

Pagination or Media Count:

31.0

Abstract:

The paper extends the ideas of conditioned chance-constrained programming. By the definition of kappa-measurable sequential decision functions it is possible to establish a link between zero-order rules and the sequential rules. In fact, kappa-measurable sequential decision rules contain the before mentioned decision rules as special cases. Relationships between various classes of such decision rules are discussed and a condition is derived when simple decision rules of this variety yield a higher expected value of the objective function than more complex rules. Author

Subject Categories:

  • Operations Research

Distribution Statement:

APPROVED FOR PUBLIC RELEASE