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Safety-First Rules under Chance-Constrained Linear Programming

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  • J. K. Sengupta

    (Iowa State University, Ames, Iowa)

Abstract

The approach of chance-constrained linear programming is analyzed here in the context of safety-first principles based on Tchebycheff-type inequalities. The analysis attempts to define relatively distribution-free tolerance levels and the incidence of nonnormality in chance-constrained linear programming.

Suggested Citation

  • J. K. Sengupta, 1969. "Safety-First Rules under Chance-Constrained Linear Programming," Operations Research, INFORMS, vol. 17(1), pages 112-132, February.
    • Handle: RePEc:inm:oropre:v:17:y:1969:i:1:p:112-132
    DOI: 10.1287/opre.17.1.112
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    Cited by:

    1. Zare M., Yahia & Daneshmand, Ahmad, 1995. "A linear approximation method for solving a special class of the chance constrained programming problem," European Journal of Operational Research, Elsevier, vol. 80(1), pages 213-225, January.
    2. Watts, Myles J. & Atwood, Joseph A. & Helmers, Glenn A. & Held, Larry J., 1989. "Safety First Programming- A Zero-One Approach," 1989 Annual Meeting, July 30-August 2, Baton Rouge, Louisiana 270679, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    3. Atwood, Joseph A. & Watts, Myles J. & Helmers, Glenn A. & Held, Larry J., 1988. "Incorporating Safety-First Constraints In Linear Programming Production Models," Western Journal of Agricultural Economics, Western Agricultural Economics Association, vol. 13(1), pages 1-8, July.
    4. Hatch, L. Upton & Atwood, Joseph A. & Segar, James, 1989. "An Application Of Safety-First Probability Limits In A Discrete Stochastic Farm Management Programming Model," Southern Journal of Agricultural Economics, Southern Agricultural Economics Association, vol. 21(1), pages 1-8, July.

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