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Almost sure critical paths. (English) Zbl 0708.90043

Summary: M. Kress [Eur. J. Oper. Res. 18, 359-363 (1984; Zbl 0553.90072)] 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.

MSC:

90B35 Deterministic scheduling theory in operations research

Citations:

Zbl 0553.90072
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References:

[1] M. Kress, The chance constrained critical path with location-scale distribution, Eur. J. Oper. Res. 18(1984)359. · Zbl 0553.90072 · doi:10.1016/0377-2217(84)90157-7
[2] A. Charnes and W.W. Cooper, Deterministic equivalents for optimizing and satisficing under chance constraints, Oper. Res. 11(1963)18. · Zbl 0117.15403 · doi:10.1287/opre.11.1.18
[3] A. Charnes, W.W. Cooper and G.L. Thompson, Critical path analysis via chance constrained and stochastic programming, Oper. Res. 12(1964)460. · Zbl 0125.09602 · doi:10.1287/opre.12.3.460
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