Programming under Probabilistic Constraints with a Random Technology Matrix
نویسنده
چکیده
Probabilistic constraint of the type P (Ax ≤ β) ≥ p is considered and it is proved that under some conditions the constraining function is quasi-concave. The probabilistic constraint is embedded into a mathematical programming problem of which the algorithmic solution is also discussed.
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تاریخ انتشار 1998