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Programming under probabilistic constraints with a random technology matrix
Author:
Andr
s Pr
kopa a
s Prkopa a
| Affiliation: | a Technological University of Budapest and Computer and Automation Institute of the Hungarian Academy of Sciences, Hungary |
DOI:
10.1080/02331887408801151
Publication Frequency:
6 issues per year
Subjects:
Mathematical Statistics;
Statistical Theory & Methods;
Statistics;
Statistics for the Biological Sciences;
Stochastic Models & Processes;
Formats available:
PDF
(English)
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Abstract
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.
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