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