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Chance Constraints

  • Willem K. Klein Haneveld
  • Maarten H. van der Vlerk
  • Ward Romeijnders
Chapter
Part of the Graduate Texts in Operations Research book series (GRTOPR)

Abstract

As has been indicated in Chap.  1, chance constraints arise as tools for modeling risk and risk aversion in random linear programs, interpreted as here-and-now decision problems. In this chapter we deal with the properties of these tools.

References

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    C. van de Panne and W. Popp. Minimum cost cattle feed under probabilistic protein constraint. Management Science, 9:405–430, 1963.CrossRefGoogle Scholar

Copyright information

© Springer Nature Switzerland AG 2020

Authors and Affiliations

  • Willem K. Klein Haneveld
    • 1
  • Maarten H. van der Vlerk
    • 1
  • Ward Romeijnders
    • 1
  1. 1.Department of OperationsUniversity of GroningenGroningenThe Netherlands

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