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Geometric programming with probabilistic decision variables
Published online by Cambridge University Press: 17 February 2009
Abstract
Here we consider a particular class of stochastic geometric programs in which the randomness occurs in the decision variables. Specifically we analyse a program in which we specify a joint normal probability for the dicision variables and require the constraint set to be satisfied in the chance constrained mode. A numerical example is given to illustrate the approach.
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- Copyright © Australian Mathematical Society 1980
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