The EXistence of the Optimal Solution for the Probabilistic Constrained Linear Programming Problem
Received:March 29, 1992  Revised:October 17, 1994
Key Words: stochastic programs   probabilistic constrained programs   optimal solution.  
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Author NameAffiliation
Gu Fu Wen Chengdu University of Science and Technology 
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Abstract:
      We discuss the problem(P)min{cx|P(A1x≥ξ)≥p,A2x≥b},where A1,A2 are non-random matrices and b,c are non-random vectors,p(0
Citation:
DOI:10.3770/j.issn:1000-341X.1995.02.027
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