Chance Constraints Within Linear Programming

ASU Author/Contributor (non-ASU co-authors, if there are any, appear on document)
Anna J. Jenkins (Creator)
Appalachian State University (ASU )
Web Site:
Holly Hirst

Abstract: Within linear programming, chance constraints offer a method for solving problems that contain random variables within the objective or constraints. This thesis will provide an overview of linear programming and chance constraints with random variables that can be modeled with the normal distribution. A discussion of both single and joint constraints, the history of the development of the method, and survey of current applications is included.

Additional Information

Honors Project
Jenkins, A. (2022). Chance Constraints Within Linear Programming. Unpublished Honors Thesis. Appalachian State University, Boone, NC.
Language: English
Date: 2022
Chance Constraints, Linear Programming, Operations Research

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