Chance-Constrained Linear Programming with Chi-Square Type Deviates

Jati K. Sengupta
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Jati K. Sengupta: Iowa State University

Management Science, 1972, vol. 19, issue 3, 337-349

Abstract: The implications of replacing the assumption of normal distribution of the parameters (A, b, c) by chi-square and other related nonnegative distributions are discussed here in the framework of chance-constrained linear programming.

Date: 1972
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Persistent link: https://EconPapers.repec.org/RePEc:inm:ormnsc:v:19:y:1972:i:3:p:337-349

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