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Volumn 56, Issue 4, 2007, Pages 425-440

Structural properties of linear probabilistic constraints

Author keywords

Chance constraints; Probabilistic constraints; Stochastic optimization; Stochastic programming

Indexed keywords


EID: 34547272635     PISSN: 02331934     EISSN: 10294945     Source Type: Journal    
DOI: 10.1080/02331930701421046     Document Type: Article
Times cited : (55)

References (12)
  • 1
    • 0006339735 scopus 로고
    • Elliptically symmetric distributions: A review and bibliography
    • Chmielewski, M.A., 1981, Elliptically symmetric distributions: a review and bibliography. International Statistical Review, 49, 67-74.
    • (1981) International Statistical Review , vol.49 , pp. 67-74
    • Chmielewski, M.A.1
  • 2
    • 21044446113 scopus 로고    scopus 로고
    • Hölder and Lipschitz stability of solution sets in programs with probabilistic constraints
    • Henrion, R. and Römisch, W., 2004, Hölder and Lipschitz stability of solution sets in programs with probabilistic constraints. Mathematical Programming, 100, 589-611.
    • (2004) Mathematical Programming , vol.100 , pp. 589-611
    • Henrion, R.1    Römisch, W.2
  • 5
    • 0000941310 scopus 로고
    • A stochastic programming model
    • Kataoka, S., 1963, A stochastic programming model. Econometrica, 31, 181-196.
    • (1963) Econometrica , vol.31 , pp. 181-196
    • Kataoka, S.1
  • 6
    • 23844451412 scopus 로고    scopus 로고
    • Probabilistically constrained linear programs and risk-adjusted controller design
    • Lagoa, C.M., Li, X. and Sznaier, M., 2005, Probabilistically constrained linear programs and risk-adjusted controller design. SIAM Journal on Control and Optimization, 15, 938-951.
    • (2005) SIAM Journal on Control and Optimization , vol.15 , pp. 938-951
    • Lagoa, C.M.1    Li, X.2    Sznaier, M.3
  • 8
    • 0002041932 scopus 로고
    • Minimum-cost cattle feed under probabilistic protein constraints
    • van de Panne, C., Popp, W., 1963, Minimum-cost cattle feed under probabilistic protein constraints. Management Sciences, 9, 405-430.
    • (1963) Management Sciences , vol.9 , pp. 405-430
    • van de Panne, C.1    Popp, W.2
  • 12
    • 17744363908 scopus 로고    scopus 로고
    • Ruszczyńki, A. and Shapiro, A, Eds, Amsterdam: Elsevier
    • Ruszczyńki, A. and Shapiro, A. (Eds), 2003, Stochastic Programming, Handbooks in OR&MS, Vol. 10 (Amsterdam: Elsevier).
    • (2003) Stochastic Programming, Handbooks in OR&MS , vol.10


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.