Chance-Constrained Programming with Joint Constraints
Operations Research
1974
Miller and Wagner have shown that a deterministic equivalent of a joint chance-constrained programming model with independent random right-hand-side elements is a concave programming problem. This paper obtains similar equivalents for chance-constrained programming models with coefficient matrices whose elements are normally distributed and with dependent random right-hand-side elements.
- DOI
- 10.1287/opre.22.2.358
- Volume
- 22 (2)
- Pages
- 358-372
- Language
- en
- Export
- BibTeX
- Sources
- crossref