Chance-Constrained Programming: an Extension of Statistical Method.

Abstract

The current state of development of change-constrained programming, its problems and their relationships to statistical methods, particularly the theory of testing statistical hypotheses, is presented. Tied together are the representations in terms of non-Archimedian Hilbert extensions of the real field (which differs from the standard non-standard analysis fields), regularization of chance constraints, acceptance regions, and chance-constrained games. (Author)

Document Details

Document Type
Technical Report
Publication Date
Jan 01, 1971
Accession Number
AD0729245

Entities

People

  • Abraham Charnes
  • M. J. L. Kirby
  • William W. Cooper

Organizations

  • University of Texas at Austin

Tags

DTIC Thesaurus Topics

  • Computer Programming
  • Contracts
  • Cooperation
  • Hypotheses
  • Nova Scotia
  • Standards

Readers

  • Operations Research
  • Regression Analysis.