Accession Number:

AD0742067

Title:

Selected Recent Developments in Chance-Constrained Programming

Descriptive Note:

Research rept.

Corporate Author:

TEXAS UNIV AT AUSTIN CENTER FOR CYBERNETIC STUDIES

Report Date:

1972-04-01

Pagination or Media Count:

30.0

Abstract:

Selected recent developments in chance-constrained programming both published, unpublished and new, are presented in a framework which unifies the many variants of probabilistic programming under the rubric of chance- constrained programming. Developments presented range from two stage linear programming under uncertainty, through acceptance region theory, and cross chance-constrained games.

Subject Categories:

  • Operations Research

Distribution Statement:

APPROVED FOR PUBLIC RELEASE