Journal of the Operations Research Society of Japan
Online ISSN : 2188-8299
Print ISSN : 0453-4514
ISSN-L : 0453-4514
A GENERALIZED CHANCE CONSTRAINT PROGRAMMING PROBLEM
Hiroaki Ishii, Toshio Nishida, Yasunori Nanbu
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1978 Volume 21 Issue 1 Pages 124-145

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Abstract

This paper considers a generalized chance constraint programming problem having a controllable probability level a; with which the chance constraint should be satisfied. Several properties of this problem are derived and, based on these properties, an algorithm is also proposed.

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© 1978 The Operations Research Society of Japan
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