Accession Number : AD0716269
Title : Coarse-Conditioned Chance-Constrained Programming.
Descriptive Note : Research rept.,
Corporate Author : CARNEGIE-MELLON UNIV PITTSBURGH PA MANAGEMENT SCIENCES RESEARCH GROUP
Personal Author(s) : Padberg,Manfred W.
Report Date : APR 1970
Pagination or Media Count : 31
Abstract : The paper extends the ideas of conditioned chance-constrained programming. By the definition of kappa-measurable sequential decision functions it is possible to establish a link between zero-order rules and the sequential rules. In fact, kappa-measurable sequential decision rules contain the before mentioned decision rules as special cases. Relationships between various classes of such decision rules are discussed and a condition is derived when simple decision rules of this variety yield a higher expected value of the objective function than more complex rules. (Author)
Descriptors : (*DYNAMIC PROGRAMMING, DECISION THEORY), SCHEDULING, PROBABILITY, RANDOM VARIABLES, MATRICES(MATHEMATICS), DISTRIBUTION FUNCTIONS, SET THEORY, ECONOMICS, MONEY
Subject Categories : Operations Research
Distribution Statement : APPROVED FOR PUBLIC RELEASE