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Distribution-free, uniformly-tighter linear approximations for chance-constrained programming

Author

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  • Bitran, Gabriel R.
  • Leong, Thin-Yin.

Abstract

Includes bibliographical references (p. 21-23).

Suggested Citation

  • Bitran, Gabriel R. & Leong, Thin-Yin., 1990. "Distribution-free, uniformly-tighter linear approximations for chance-constrained programming," Working papers 3111-90., Massachusetts Institute of Technology (MIT), Sloan School of Management.
    • Handle: RePEc:mit:sloanp:2290
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    File URL: http://hdl.handle.net/1721.1/2290
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    References listed on IDEAS

    as
    1. F. M. Allen & R. N. Braswell & P. V. Rao, 1974. "Distribution-Free Approximations for Chance Constraints," Operations Research, INFORMS, vol. 22(3), pages 610-621, June.
    2. A. Charnes & W. W. Cooper & G. H. Symonds, 1958. "Cost Horizons and Certainty Equivalents: An Approach to Stochastic Programming of Heating Oil," Management Science, INFORMS, vol. 4(3), pages 235-263, April.
    3. Niels Bache, 1979. "Approximate Percentage Points for the Distribution of a Product of Independent Positive Random Variables," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 28(2), pages 158-162, June.
    4. Yrjö Seppälä, 1971. "Constructing Sets of Uniformly Tighter Linear Approximations for a Chance Constraint," Management Science, INFORMS, vol. 17(11), pages 736-749, July.
    5. A. Charnes & W. W. Cooper, 1963. "Deterministic Equivalents for Optimizing and Satisficing under Chance Constraints," Operations Research, INFORMS, vol. 11(1), pages 18-39, February.
    6. Bitran, Gabriel R. & Leong, Thin-Yin., 1989. "Hotel sales and reservations planning," Working papers 3108-89., Massachusetts Institute of Technology (MIT), Sloan School of Management.
    7. Bitran, Gabriel R. & Leong, Thin-Yin., 1989. "Co-production of substitutable products," Working papers 3097-89., Massachusetts Institute of Technology (MIT), Sloan School of Management.
    8. Susan L. Albin & David J. Friedman, 1989. "The Impact of Clustered Defect Distributions in IC Fabrication," Management Science, INFORMS, vol. 35(9), pages 1066-1078, September.
    Full references (including those not matched with items on IDEAS)

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