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Randomized Decisions in Chance-Constrained Programming

 

作者: KnottM.,  

 

期刊: Journal of the Operational Research Society  （Taylor Available online 1985）
卷期: Volume 36, issue 10  

页码: 959-962

 

ISSN:0160-5682

 

年代: 1985

 

DOI:10.1057/jors.1985.167

 

出版商: Taylor&Francis

 

关键词: convex optimization

 

数据来源: Taylor

 

摘要:

AbstractBhattacharyya and Mukherjee have both considered a particular joint randomized decision problem in chance-constrained programming. This paper shows a general approach for solving a large class of similar problems.

 

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