THE CURRENT STATE OF CHANCE-CONSTRAINED PROGRAMMING.

Abstract

This paper presents a survey of chance-constrained programming results and applications. It begins with a detailed discussion of the basic concepts involved in chance-constrained programming. This discussion is followed by a summary of results which have been established for a variety of chance-constrained models. Then a survey of applications is considered. Here the applicability of chance-constrained models to problems in financial planning and competitive decision making is emphasized.

Document Details

Document Type
Technical Report
Publication Date
Jan 01, 1967
Accession Number
AD0656907

Entities

People

  • Michael J. L. Kirby

Organizations

  • Northwestern University

Tags

DTIC Thesaurus Topics

  • Computer Programming
  • Cooperation
  • Mathematical Programming
  • Nova Scotia

Fields of Study

  • Computer science

Readers

  • Business Analytics
  • Operations Research
  • Theoretical Analysis.