Selected Recent Developments in Chance-Constrained Programming

Abstract

Selected recent developments in chance-constrained programming both published, unpublished and new, are presented in a framework which unifies the many variants of probabilistic programming under the rubric of chance- constrained programming. Developments presented range from two stage linear programming under uncertainty, through acceptance region theory, and cross chance-constrained games.

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Document Details

Document Type
Technical Report
Publication Date
Apr 01, 1972
Accession Number
AD0742067

Entities

People

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

Organizations

  • University of Texas at Austin

Tags

Communities of Interest

  • Human Systems

DTIC Thesaurus Topics

  • Abstracts
  • Algorithms
  • Distribution Functions
  • Engineering
  • Evolutionary Algorithms
  • Linear Programming
  • Mathematical Programming
  • Military Research
  • New Jersey
  • Nonlinear Programming
  • Operations Research
  • Probability
  • Random Variables
  • Scheduling (Production)
  • Standards
  • Uncertainty
  • United States

Fields of Study

  • Computer science

Readers

  • Library and Information Science
  • Military History / Militaries and War Studies
  • Operations Research

Technology Areas

  • AI & ML
  • AI & ML - Machine Learning Algorithms