haku: @author Olson, D. L. / yhteensä: 6
viite: 3 / 6
| Tekijä: | Olson, D. L. Swenseth, S. R. |
| Otsikko: | A linear approximation for chance-constrained programming. |
| Lehti: | Journal of the Operational Research Society
1987 : MAR, VOL. 38:3, p. 261-267 |
| Asiasana: | GOAL PROGRAMMING MULTIOBJECTIVE PROGRAMMING LINEAR PROGRAMMING |
| Kieli: | eng |
| Tiivistelmä: | An approximation formula for chance constraints is presented,which can be used in either the single- or multiple-objective case. The approximation presented will place a bound on the chance constraint at least as tight as the true non-linear form, thus overachieving the chance constraints at the expense of other constraints or objectives. The idea is extended to continuous chance constrained models,using a linear approximation. The cost of this technique is inaccuracy. The resulting error of that approximation is also discussed. |
SCIMA