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Estimated stochastic programs with chance constraints

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  • Growe, Nicole

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  • Growe, Nicole, 1997. "Estimated stochastic programs with chance constraints," European Journal of Operational Research, Elsevier, vol. 101(2), pages 285-305, September.
    • Handle: RePEc:eee:ejores:v:101:y:1997:i:2:p:285-305
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    References listed on IDEAS

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    1. Bruce L. Miller & Harvey M. Wagner, 1965. "Chance Constrained Programming with Joint Constraints," Operations Research, INFORMS, vol. 13(6), pages 930-945, December.
    2. R.J.-B. Wets, 1994. "Challenges in Stochastic Programming," Working Papers wp94032, International Institute for Applied Systems Analysis.
    3. Stephen M. Robinson, 1976. "Regularity and Stability for Convex Multivalued Functions," Mathematics of Operations Research, INFORMS, vol. 1(2), pages 130-143, May.
    4. A. Charnes & W. W. Cooper, 1959. "Chance-Constrained Programming," Management Science, INFORMS, vol. 6(1), pages 73-79, October.
    5. Ellis, J. Hugh, 1990. "Integrating multiple long-range transport models into optimization methodologies for acid rain policy analysis," European Journal of Operational Research, Elsevier, vol. 46(3), pages 313-321, June.
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    Cited by:

    1. Gaustad, Gabrielle & Li, Preston & Kirchain, Randolph, 2007. "Modeling methods for managing raw material compositional uncertainty in alloy production," Resources, Conservation & Recycling, Elsevier, vol. 52(2), pages 180-207.
    2. Athanasios Kampas & Ben White, 2004. "Administrative Costs and Instrument Choice for Stochastic Non-point Source Pollutants," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 27(2), pages 109-133, February.
    3. Kampas, Athanasios & White, Ben, 2003. "Probabilistic programming for nitrate pollution control: Comparing different probabilistic constraint approximations," European Journal of Operational Research, Elsevier, vol. 147(1), pages 217-228, May.

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