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Programming under probabilistic constraints with a random technology matrix

 

作者: András Prékopa,  

 

期刊: Mathematische Operationsforschung und Statistik  （Taylor Available online 1974）
卷期: Volume 5, issue 2  

页码: 109-116

 

ISSN:0047-6277

 

年代: 1974

 

DOI:10.1080/02331887408801151

 

出版商: Akademie-Verlag

 

数据来源: Taylor

 

摘要:

Probabilistic constraint of the type P (Ax≦ β) ≧pis 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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