Download or read book Chance-constrained Generalized Networks written by Abraham Charnes and published by . This book was released on 1967 with total page 36 pages. Available in PDF, EPUB and Kindle. Book excerpt: An extension to the theory of linear programming over generalized networks is presented which replaces the generalized Kirchoff node conditions by chance constraints. The extension is motivated by a class of problems in sanitary and chemical engineering in which the non-zero entries in the generalized incidence matrix may be random variables. Duality relationships are established for appropriate pairs of such chance-constrained programming problems by showing that their deterministic equivalents consist of a deterministic generalized network problem and its dual. It is also shown how these duality relationships may be exploited in order to obtain actual solutions to chance-constrained generalized network problems. (Author).