Safety-First Rules under Chance-Constrained Linear Programming.
Jati K. SenguptaPublished in: Oper. Res. (1969)
Keyphrases
- chance constrained
- linear programming
- stochastic programming
- linear program
- robust optimization
- chance constraints
- knapsack problem
- optimal solution
- chance constrained programming
- computationally tractable
- semidefinite programming
- mathematical programming
- multistage
- primal dual
- np hard
- genetic algorithm
- efficient solutions
- dynamic programming