Accession Number:

AD0730976

Title:

The Triangular E-Model of Chance-Constrained Programming with Stochastic A-Matrix.

Descriptive Note:

Research rept.,

Corporate Author:

CARNEGIE-MELLON UNIV PITTSBURGH PA MANAGEMENT SCIENCES RESEARCH GROUP

Personal Author(s):

Report Date:

1971-06-01

Pagination or Media Count:

33.0

Abstract:

The triangular model of chance-constrined programming with stochastic A-matrix and deterministic right hand side is considered. The use of conditional probabilities makes it possible to solve this problem for any type of distribution function of the elements of the A-matrix provided that there is only one decision variable at each stage. The extension of the model to several decision variables per stage is possible under certain conditions and for special distribution stable distributions of the elements of A. Author

Subject Categories:

  • Administration and Management
  • Operations Research

Distribution Statement:

APPROVED FOR PUBLIC RELEASE