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Approximations for chance-constrained programming problems

 

作者: G. Salinetti,  

 

期刊: Stochastics  （Taylor Available online 1983）
卷期: Volume 10, issue 3-4  

页码: 157-179

 

ISSN:0090-9491

 

年代: 1983

 

DOI:10.1080/17442508308833272

 

出版商: Gordon and Breach Science Publishers Inc,

 

数据来源: Taylor

 

摘要:

This paper proposes an approximation approach to the solution of chance-constrained stochastic programming problems. The results rely in a fundamental way on the theory of convergence of sequences of measurable multifunctions. Particular results are presented for stochastic linear programming problems.

 

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