Some Special P-Models in Chance-Constrained Programming

A. Charnes and M. J. L. Kirby
Additional contact information
A. Charnes: Northwestern University
M. J. L. Kirby: Dalhousie University, Halifax, Nova Scotia

Management Science, 1967, vol. 14, issue 3, 183-195

Abstract: This paper establishes sufficient conditions for decision rules to be optimal for two n-penod P-models of chance-constrained programming. The models considered are the triangular model with total probability constraints and the block triangular model with conditional probability constraints. It is shown that, for both these models, a sufficient condition for optimality is that the decision rule be the optimal piecewise linear rule. Proofs of theorems are based on results contained in earlier papers by the authors, on n-penod E-models of chance-constrained programming.

Date: 1967
References: Add references at CitEc
Citations:

Downloads: (external link)
http://dx.doi.org/10.1287/mnsc.14.3.183 (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:inm:ormnsc:v:14:y:1967:i:3:p:183-195

Access Statistics for this article

More articles in Management Science from INFORMS Contact information at EDIRC.
Bibliographic data for series maintained by Chris Asher ().