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Approximations for chance-constrained programming problems. (English) Zbl 0536.90067
Summary: This paper proposes an approximation approach to the solution of chance- constrained stochastic programming problems. The results rely in a fundamental way on the theory of convergence of sequences of measurable multifunctions. Particular results are presented for stochastic linear programming problems.

MSC:
90C15 Stochastic programming
90C05 Linear programming
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