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Probabilistic Constrained Linear Programming: Duality Theory

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Encyclopedia of Optimization

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References

  1. Charnes A, Cooper WW (1959) Chance-constrained programming. Managem Sci 6:73–89

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Author information

Authors and Affiliations

  1. Budapest University Economic Sci., Budapest, Hungary

    Éva Komáromi

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  1. Éva Komáromi
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Editors and Affiliations

  1. Department of Chemical Engineering, Princeton University, Princeton, NJ, 08544-5263, USA

    Christodoulos A. Floudas

  2. Center for Applied Optimization, Department of Industrial and Systems Engineering, University of Florida, Gainesville, FL, 32611-6595, USA

    Panos M. Pardalos

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© 2008 Springer-Verlag

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Komáromi, É. (2008). Probabilistic Constrained Linear Programming: Duality Theory . In: Floudas, C., Pardalos, P. (eds) Encyclopedia of Optimization. Springer, Boston, MA. https://doi.org/10.1007/978-0-387-74759-0_526

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