The Triangular E-Model of Chance-Constrained Programming with Stochastic A-Matrix.
Abstract
The triangular model of chance-constrined programming with stochastic A-matrix and deterministic right hand side is considered. The use of conditional probabilities makes it possible to solve this problem for any type of distribution function of the elements of the A-matrix provided that there is only one decision variable at each stage. The extension of the model to several decision variables per stage is possible under certain conditions and for special distribution (stable distributions) of the elements of A. (Author)
Document Details
- Document Type
- Technical Report
- Publication Date
- Jun 01, 1971
- Accession Number
- AD0730976
Entities
People
- M. Padberg
- W. Gochet
Organizations
- Carnegie Mellon University