论文信息 - PROGRAMMING UNDER PROBABILISTIC CONSTRAINTS WITH A RANDOM TECHNOLOGY MATRIX

PROGRAMMING UNDER PROBABILISTIC CONSTRAINTS WITH A RANDOM TECHNOLOGY MATRIX

Probabilistic constraint of the type P (Ax ≦ β) ≧ p is proved that under some conditions the constraining function is quast-conceave. The probabilistic constraint is embedded into a mathematical programming problem of which the algorithmie solution is also discussed.

A. Prékopa

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