Theory of Probability and Its Applications · 1968 · 51 citations · 4 references
EngineeringGame TheoryConstrained OptimizationComputational Game TheoryOperations ResearchStochastic SimulationChance-constrained ProgrammingStochastic GameMechanism DesignLinear OptimizationProbability TheoryComputer ScienceGamesRisk-averse OptimizationNon-deterministic GameZero-zero Chance-constrained GamesStochastic OptimizationOptimization ProblemDeterministic EquivalentsBusinessGame-theoretic ProbabilityNash Equilibrium
Previous article Next article Zero-Zero Chance-Constrained GamesA. Charnes, M. J. L. Kirby, and W. M. RaikeA. Charnes, M. J. L. Kirby, and W. M. Raikehttps://doi.org/10.1137/1113079PDFBibTexSections ToolsAdd to favoritesExport CitationTrack CitationsEmail SectionsAbout[1] A. Charnes and , W. W. Cooper, Chance-constrained programming, Management Sci., 6 (1959/1960), 73–79 MR0148478 0995.90600 CrossrefGoogle Scholar[2] A. Charnes and , W. W. Cooper, Deterministic equivalents for optimizing and satisficing under chance constraints, Operations Res., 11 (1963), 18–39 MR0153482 0117.15403 CrossrefGoogle Scholar[3] A. Charnes and , M. Kirby, Optimal decision rules for the E-model of chance-constrained programming, Cahiers Centre Études Recherche Opér, 8 (1966), 5–44 MR0195572 0151.25002 Google Scholar[4] A. Charnes and , M. Kirby, Optimal decision rules for the triangular E-model of chance-constrained programming, Cahiers Centre Études Recherche Opér., 11 (1969), 215–243 MR0272394 0216.26707 Google Scholar[5] A. Charnes, , W. W. Cooper and , G. L. Thompson, Constrained generalized medians and hypermedians as deterministic equivalents for two-stage linear programs under uncertainty, Management Sci., 12 (1965), 83–112 MR0194199 0142.16702 CrossrefGoogle Scholar[6A] A. Charnes and , W. W. Cooper, Management models and industrial applications of linear programming, John Wiley & Sons Inc., New York, 1961xxiii+pp. 1–467+4 MR0157773 0107.37004 Google Scholar[6B] A. Charnes and , W. W. Cooper, Management models and industrial applications of linear programming. Vol. II, John Wiley & Sons Inc., New York, 1961xxi+pp. 469–859+2 MR0157774 0107.37004 Google Scholar[7] A. Ben-Israel, Masters Thesis, On some problems of mathematical programming, Ph.D. dissertation in Engineering Science, Northwestern University, 1962, June Google Scholar[8] M. J. L. Kirby, Masters Thesis, Generalized inverses and chance-constrained programming, Ph.D. dissertation in Applied Mathematics, Northwestern University, 1965, June Google Scholar Previous article Next article FiguresRelatedReferencesCited byDetails Tactile Routing for Location Privacy Preservation in Wireless Sensor Networks: A Game Theoretic Approach27 September 2022 | Sensors, Vol. 22, No. 19 Cross Ref A concept of nucleolus for uncertain coalitional game with application to profit allocationInformation Sciences, Vol. 597 Cross Ref Z-equilibrium in random bi-matrix games: Definition and computation30 June 2022 | RAIRO - Operations Research, Vol. 56, No. 3 Cross Ref Games with distributionally robust joint chance constraints19 January 2021 | Optimization Letters, Vol. 15, No. 6 Cross Ref An equivalent mathematical program for games with random constraintsStatistics & Probability Letters, Vol. 174 Cross Ref A robust optimization approach for solving two-person games under interval uncertaintyComputers & Operations Research, Vol. 119 Cross Ref A novel uncertain bimatrix game with Hurwicz criterion2 January 2019 | Soft Computing, Vol. 24, No. 4 Cross Ref Static uncertain behavioral game with application to investment problem21 February 2019 | Soft Computing, Vol. 24, No. 4 Cross Ref A second-order cone programming formulation for two player zero-sum games with chance constraintsEuropean Journal of Operational Research, Vol. 275, No. 3 Cross Ref Loss Aversion Equilibrium of Bimatrix Games with Symmetric Triangular Fuzzy Payoffs28 February 2019 | International Journal of Fuzzy Systems, Vol. 21, No. 3 Cross Ref Credibilistic Loss Aversion Nash Equilibrium for Bimatrix Games with Triangular Fuzzy PayoffsComplexity, Vol. 2018 Cross Ref Variational inequality formulation for the games with random payoffs23 May 2018 | Journal of Global Optimization, Vol. 72, No. 4 Cross Ref Stable set of uncertain coalitional game with application to electricity suppliers problem19 April 2017 | Soft Computing, Vol. 22, No. 17 Cross Ref General sum games with joint chance constraintsOperations Research Letters, Vol. 46, No. 5 Cross Ref A Characterization of Nash Equilibrium for the Games with Random Payoffs13 July 2018 | Journal of Optimization Theory and Applications, Vol. 178, No. 3 Cross Ref Optimal Bayesian equilibrium for n-person credibilistic non-cooperative game with risk aversionJournal of Intelligent & Fuzzy Systems, Vol. 33, No. 2 Cross Ref Bayesian equilibria for uncertain bimatrix game with asymmetric information30 November 2014 | Journal of Intelligent Manufacturing, Vol. 28, No. 3 Cross Ref n-Person Credibilistic Non-cooperative Game with Fuzzy Payoffs14 October 2017 Cross Ref Solving Chance-Constrained Games Using Complementarity Problems15 February 2017 Cross Ref Distributionally robust chance-constrained games: existence and characterization of Nash equilibrium9 September 2016 | Optimization Letters, Vol. 42 Cross Ref Existence of Nash equilibrium for chance-constrained gamesOperations Research Letters, Vol. 44, No. 5 Cross Ref Random-payoff two-person zero-sum game with joint chance constraintsEuropean Journal of Operational Research, Vol. 252, No. 1 Cross Ref Jamming Attacks Reliable Prevention in a Clustered Wireless Sensor Network25 June 2015 | Wireless Personal Communications, Vol. 85, No. 3 Cross Ref CREDIBILISTIC BIMATRIX GAME WITH ASYMMETRIC INFORMATION: BAYESIAN OPTIMISTIC EQUILIBRIUM STRATEGYInternational Journal of Uncertainty, Fuzziness and Knowledge-Based Systems, Vol. 21, No. supp01 Cross Ref Credibilistic extensive game with fuzzy payoffs21 September 2012 | Soft Computing, Vol. 17, No. 4 Cross Ref Uncertain bimatrix game with applications2 October 2012 | Fuzzy Optimization and Decision Making, Vol. 12, No. 1 Cross Ref Coalitional game with fuzzy payoffs and credibilistic core25 June 2010 | Soft Computing, Vol. 15, No. 4 Cross Ref Static Bayesian games with finite fuzzy types and the existence of equilibriumInformation Sciences, Vol. 178, No. 24 Cross Ref Equilibrium Strategies of Two-Player Nonzero-Sum Games with Fuzzy Payoffs Cross Ref CHANCE-CONSTRAINED PROGRAMMING: AN EXTENSION OF STATISTICAL METHOD11This research was partly supported by a grant from the Farah Foundation and by ONR Contracts N00014-67-A-0126-0008 and N00014-67-A-0126-0009 with the Center for Cybernetic Studies, The University of Texas. Reproduction in whole or in part is permitted for any purpose of the United States Government. Cross Ref An acceptance region theory for chance-constrained programmingJournal of Mathematical Analysis and Applications, Vol. 32, No. 1 Cross Ref Volume 13, Issue 4| 1968Theory of Probability & Its Applications History Submitted:08 December 1966Published online:17 July 2006 InformationCopyright © Society for Industrial and Applied MathematicsPDF Download Article & Publication DataArticle DOI:10.1137/1113079Article page range:pp. 628-646ISSN (print):0040-585XISSN (online):1095-7219Publisher:Society for Industrial and Applied Mathematics
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Chance-Constrained Programming
A. Charnes, W. W. Cooper · Management Science · 1959 · 2.7K citations
Mathematical Programming, Engineering, Real-time Decision-making +11