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Annals of Operations Research

, Volume 20, Issue 1, pp 97–110 | Cite as

Almost sure critical paths

  • A. Charnes
  • L. Gong
  • L. Sun
Article

Abstract

M. Kress proved for a special case of Location-Scale probability distributions there always exists a probability level for which the Chance Constrained Critical Path (CCCP) remains unchanged for all probabilities greater than or equal to that value. His chance constrained problem has zero-order decision rules and individual chance constraints. This paper extends his results to most of the common probability distributions.

Keywords

Probability Distribution Decision Rule Probability Level Critical Path Chance Constraint 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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References

  1. [1]
    M. Kress, The chance constrained critical path with location-scale distribution, Eur. J. Oper. Res. 18(1984)359.Google Scholar
  2. [2]
    A. Charnes and W.W. Cooper, Deterministic equivalents for optimizing and satisficing under chance constraints, Oper. Res. 11(1963)18.Google Scholar
  3. [3]
    A. Charnes, W.W. Cooper and G.L. Thompson, Critical path analysis via chance constrained and stochastic programming, Oper. Res. 12(1964)460.Google Scholar

Copyright information

© J.C. Baltzer AG, Scientific Publishing Company 1989

Authors and Affiliations

  • A. Charnes
    • 1
  • L. Gong
    • 1
  • L. Sun
    • 1
  1. 1.University of Texas System and John Hardin Centennial ChairUniversity of Texas at AustinAustinUSA

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