메뉴 건너뛰기
Computational Optimization and Applications
Volumn 41, Issue 2, 2008, Pages 263-276
Convexity of chance constraints with independent random variables
Author keywords

Chance constraints; Convexity; Probabilistic constraints; Random matrix; Stochastic programming
Indexed keywords

CLUSTER ANALYSIS; ERROR ANALYSIS; RANDOM PROCESSES; RANDOM VARIABLES; STOCHASTIC MODELS; VECTORS;
EID: 53349108647     PISSN: 09266003     EISSN: 15732894     Source Type: Journal    
DOI: 10.1007/s10589-007-9105-1     Document Type: Article
Times cited : (106)
References (11)
  • 1
    • 3042970816 scopus 로고
    • On chance-constrained programming problems with joint constraints
    • V.S. Bawa 1973 On chance-constrained programming problems with joint constraints Manag. Sci. 19 1326 1331
    • (1973) Manag. Sci. , vol.19 , pp. 1326-1331
    • Bawa, V.S.1
  • 2
    • 0000130180 scopus 로고
    • Convex set functions in d-space
    • C. Borell 1975 Convex set functions in d-space Period. Math. Hung. 6 111 136
    • (1975) Period. Math. Hung. , vol.6 , pp. 111-136
    • Borell, C.1
  • 3
    • 53349130924 scopus 로고
    • On the convexity problem of probabilistic constrained stochastic programming problems
    • (in Hungarian)
    • A. Burkauskas 1986 On the convexity problem of probabilistic constrained stochastic programming problems Alkalmz. Mat. Lapok 12 77 90 (in Hungarian)
    • (1986) Alkalmz. Mat. Lapok , vol.12 , pp. 77-90
    • Burkauskas, A.1
  • 4
    • 0031224379 scopus 로고    scopus 로고
    • Estimated stochastic programs with chance constraints
    • N. Gröwe 1997 Estimated stochastic programs with chance constraints Eur. J. Oper. Res. 101 285 305
    • (1997) Eur. J. Oper. Res. , vol.101 , pp. 285-305
    • Gröwe, N.1
  • 5
    • 34547272635 scopus 로고    scopus 로고
    • Structural properties of linear probabilistic constraints
    • R. Henrion 2007 Structural properties of linear probabilistic constraints Optimization 56 425 440
    • (2007) Optimization , vol.56 , pp. 425-440
    • Henrion, R.1
  • 6
    • 0000941310 scopus 로고
    • A stochastic programming model
    • S. Kataoka 1963 A stochastic programming model Econometrica 31 181 196
    • (1963) Econometrica , vol.31 , pp. 181-196
    • Kataoka, S.1
  • 7
    • 0001155110 scopus 로고
    • Chance constrained programming with joint constraints
    • B.L. Miller H.M. Wagner 1965 Chance constrained programming with joint constraints Oper. Res. 13 930 945
    • (1965) Oper. Res. , vol.13 , pp. 930-945
    • Miller, B.L.1    Wagner, H.M.2
  • 8
    • 0012233996 scopus 로고
    • Programming under probabilistic constraints with a random technology matrix
    • A. Prékopa 1974 Programming under probabilistic constraints with a random technology matrix Optimization 5 109 116
    • (1974) Optimization , vol.5 , pp. 109-116
    • Prékopa, A.1
  • 11
    • 0002041932 scopus 로고
    • Minimum-cost cattle feed under probabilistic protein constraints
    • C. Van de Panne W. Popp 1963 Minimum-cost cattle feed under probabilistic protein constraints Manag. Sci. 9 405 430
    • (1963) Manag. Sci. , vol.9 , pp. 405-430
    • Van De Panne, C.1    Popp, W.2

* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.