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
      Operations Research

Distribution Statement : APPROVED FOR PUBLIC RELEASE