Almost sure critical paths |
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Authors: | A. Charnes L. Gong L. Sun |
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Affiliation: | (1) University of Texas System and John Hardin Centennial Chair, University of Texas at Austin, 78712-1170 Austin, Texas, USA |
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Abstract: | M. Kress 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. |
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