Safety-First Rules under Chance-Constrained Linear Programming

J. K. Sengupta
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J. K. Sengupta: Iowa State University, Ames, Iowa

Operations Research, 1969, vol. 17, issue 1, 112-132

Abstract: The approach of chance-constrained linear programming is analyzed here in the context of safety-first principles based on Tchebycheff-type inequalities. The analysis attempts to define relatively distribution-free tolerance levels and the incidence of nonnormality in chance-constrained linear programming.

Date: 1969
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