Communication to the Editor--A Note on the E-Model of Chance-Constrained Programming with Random b-Vector

Willy Gochet
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Willy Gochet: Department of Applied Economics, Katholieke Universitat te Leuven, Leuven, Belgium

Management Science, 1975, vol. 21, issue 7, 844-845

Abstract: In an article of this journal [Eisner, Mark J., Robert S. Kaplan, Johh V. Soden. 1971. Admissible decision rules for the E-model of chance-constrained programming. Management Sci. 17 (5) 337-353.], Eisner, Kaplan, and Soden proposed or extended several approaches to the triangular multistage E-model of chance constrained programs with a random b-vector. On of these approaches is called the "safety-first" approach because only decisions are allowed at any stage i which allow to take a feasible decision at any later stage.

Date: 1975
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