CHAPTER 10 A COMPUTER CODE FOR SOLUTION OF PROBABILISTIC- CONSTRAINED STOCHASTIC PROGRAMMING PROBLEMS T. Szantai 10.1 Introduction The theory of ... 2], Due to this theory it became possible to handle joint probabilistic constraints in the stochastic programming problems. ... The tape contains a Usera#39;s Manual for each program as well. 10.2 The Solution Method We solve probabilistic-constrained stochastic programming problems A Computer Code foranbsp;...
|Title||:||Numerical techniques for stochastic optimization|
|Author||:||Roger J.-B. Wets|
|Publisher||:||Springer Verlag - 1988|