Accession Number : AD0656907
Title : THE CURRENT STATE OF CHANCE-CONSTRAINED PROGRAMMING.
Descriptive Note : Systems research memo.,
Corporate Author : NORTHWESTERN UNIV EVANSTON ILL TECHNOLOGICAL INST
Personal Author(s) : Kirby,Michael J. L.
Report Date : 1967
Pagination or Media Count : 30
Abstract : This paper presents a survey of chance-constrained programming results and applications. It begins with a detailed discussion of the basic concepts involved in chance-constrained programming. This discussion is followed by a summary of results which have been established for a variety of chance-constrained models. Then a survey of applications is considered. Here the applicability of chance-constrained models to problems in financial planning and competitive decision making is emphasized.
Descriptors : (*DECISION THEORY, *MANAGEMENT PLANNING AND CONTROL), (*MANAGEMENT ENGINEERING, *MATHEMATICAL PROGRAMMING), MATHEMATICAL MODELS, RANDOM VARIABLES, PROBABILITY, OPTIMIZATION, THEOREMS, ECONOMICS
Subject Categories : Administration and Management
Distribution Statement : APPROVED FOR PUBLIC RELEASE