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