Safety-First Rules under Chance-Constrained Linear Programming

1 February 1969

journal article
Published by Institute for Operations Research and the Management Sciences (INFORMS) in Operations Research

Vol. 17 (1) , 112-132
https://doi.org/10.1287/opre.17.1.112

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.

Keywords

SAFETY
TOLERANCE
CHANCE CONSTRAINED LINEAR
ATTEMPTS
NONNORMALITY
TCHEBYCHEFF
INEQUALITIES
CONSTRAINED LINEAR PROGRAMMING

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