Mathematische Operationsforschung Statistik · 1974 · 46 citations · 2 references
Natural SciencesComputer ScienceMathematicsAlgorithmsOptimizationProbability TheoryConstrained OptimizationOptimization TheoryOptimization Under UncertaintyStochastic OptimizationStochastic ProgrammingChance ConstraintsChance-constrained Decision MakingChance-constrained ModelsChance-constrained OptimizationChance-constrained ProgrammingConstraintsMathematical Programming ModelsStochastic Constraints
Probabilistic constraint of the type P (Ax ≦ β) ≧ p is proved that under some conditions the constraining function is quast-conceave. The probabilistic constraint is embedded into a mathematical programming problem of which the algorithmie solution is also discussed.
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