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Accession Number:
AD0656907
Title:
THE CURRENT STATE OF CHANCE-CONSTRAINED PROGRAMMING.
Corporate Author:
NORTHWESTERN UNIV EVANSTON ILL TECHNOLOGICAL INST
Report Date:
1967-01-01
Abstract:
This paper presents a survey of chance-constrained programming results and applications. It begins with a detailed discussion of the basic concepts involved in chance-constrained programming. This discussion is followed by a summary of results which have been established for a variety of chance-constrained models. Then a survey of applications is considered. Here the applicability of chance-constrained models to problems in financial planning and competitive decision making is emphasized.
Descriptive Note:
Systems research memo.,
Supplementary Note:
Prepared in cooperation with Dalhousie Univ., Halifax (Nova Scotia). Presented at the International Symposium on Mathematical Programming, Princeton Univ., N. J., 15 Aug 67.
Pages:
0030
Contract Number:
Nonr-1228(10)
Contract Number 2:
NSF-GP-7550
File Size:
0.00MB
