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Interpretations of Sequential Chance Constraints
The Objective Functions of Sequential ChanceConstrained
The Sequential Bidding Process Under Complete
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admissible decision rules admissible rules allocate assumed assumption auxiliary problem related bid-pricing bidding period Bidding Strategies Chapter characterization Charnes class of decision Competitive Bidding competitors concave conditional chance constraint conditional-go approach constrained problem convex convex set defined discussed distribution function dynamic programming E-model equivalent example exists expected value feasible choice following theorem functional equations given gj(bj Hence i-th stage inequality infimum interpretation linear programming Management Science market price maximize non-negative objective function observed Operations Research opportunity costs optimal bid price optimal rule probabilistic constraints probability of winning Proof random variables randomized rule realizations resource capacity resource usage restricted resources safety-first approach satisfy sequential decision set of admissible Shapley value Shubik Stochastic Programming straints Study of Bidding Theorem 5.1 total chance total overhead uncertainty variable per stage vector violating capacity winning contract yields zero-order