On Probabilistic Constrained Programming
نویسنده
چکیده
The term probabilistic constrained programming means the same as chance constrained programming, i.e., optimization of a function subject to certain conditions where at least one is formulated so that a condition, involving random variables, should hold with a prescribed probability. The probability is usually not prescribed exactly but a lower bound is given instead which is in practice near unity.
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تاریخ انتشار 1970