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Details for article 7 of 12 found articles
| Title: |
Certainty Equivalent of a Chance Constraint if the Random Variable is Uniformly Distributed |
| Author: |
Lingaraj, B. P. |
| Appeared in: |
Communications in statistics |
| Paging: | Volume 3 (1974) nr. 10 pages 949-951 |
| Year: |
1974 |
| Contents: |
A chance constrained programming problem can be solved by linear programming methods after replacing the probabilistic constraints by their certainty equivalents. The certainty equivalent of a chance constraint depends on the form of the distribution of the random variable. This paper derives the certainty equivalent for a random variable that is uniformly distributed. The effect of altering the standard deviation and the probability measure is also studied. |
| Publisher: |
Taylor & Francis |
| Source file: |
Elektronische Wetenschappelijke Tijdschriften |
Details for article 7 of 12 found articles
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