Coarse-Conditioned Chance-Constrained Programming.
Abstract
The paper extends the ideas of conditioned chance-constrained programming. By the definition of kappa-measurable sequential decision functions it is possible to establish a link between zero-order rules and the sequential rules. In fact, kappa-measurable sequential decision rules contain the before mentioned decision rules as special cases. Relationships between various classes of such decision rules are discussed and a condition is derived when simple decision rules of this variety yield a higher expected value of the objective function than more complex rules. (Author)
Document Details
- Document Type
- Technical Report
- Publication Date
- Apr 01, 1970
- Accession Number
- AD0716269
Entities
People
- Manfred W. Padberg
Organizations
- Carnegie Mellon University