Approximation of probability constraints in some production planning problems

V. Kiselev

Moscow

Abstract: A method of approximating the probability constraints in stochastic production planning problems is considered. The accuracy of the approximation is studied for certain models of the dependence between the random quantities.

UDC: 519.856

MSC: Primary 90C15; Secondary 90B30

Received: 06.03.1981
Revised: 12.03.1982

 English version: USSR Computational Mathematics and Mathematical Physics, 1983, 23:1, 56–63

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