Résumé
We show how we can linearize individual probabilistic linear constraints with binary variables when all coefficients are independently distributed according to either N(mu(i), lambda mu(i)), for some lambda > 0 and mu(i) > 0, or Gamma(k(i), theta) for some theta > 0 and k(i) > 0. The constraint can also be linearized when the coefficients are independent and identically distributed and either positive or strictly stable random variables. (C) 2010 Elsevier B.V. All rights reserved.