Selected Recent Developments in Chance-Constrained Programming
TEXAS UNIV AT AUSTIN CENTER FOR CYBERNETIC STUDIES
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Selected recent developments in chance-constrained programming both published, unpublished and new, are presented in a framework which unifies the many variants of probabilistic programming under the rubric of chance- constrained programming.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.
- Operations Research