Chance-Constrained Programming with Joint Constraints

R. Jagannathan
Additional contact information
R. Jagannathan: Columbia University, New York, New York

Operations Research, 1974, vol. 22, issue 2, 358-372

Abstract: Miller and Wagner have shown that a deterministic equivalent of a joint chance-constrained programming model with independent random right-hand-side elements is a concave programming problem. This paper obtains similar equivalents for chance-constrained programming models with coefficient matrices whose elements are normally distributed and with dependent random right-hand-side elements.

Date: 1974
References: Add references at CitEc
Citations: View citations in EconPapers (11)

Downloads: (external link)
http://dx.doi.org/10.1287/opre.22.2.358 (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:oropre:v:22:y:1974:i:2:p:358-372

Access Statistics for this article

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