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Chance-Constrained Linear Programming with Chi-Square Type Deviates

Jati K. Sengupta

Management Science · 1972 · Volume 19 · Issue 3

DOI: 10.1287/mnsc.19.3.337

Abstract

The implications of replacing the assumption of normal distribution of the parameters ( A , b , c ) by chi-square and other related nonnegative distributions are discussed here in the framework of chance-constrained linear programming.

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