Chance constrained problems: penalty reformulation and performance of sample approximation technique (Q2893936)
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scientific article; zbMATH DE number 6050646
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Chance constrained problems: penalty reformulation and performance of sample approximation technique |
scientific article; zbMATH DE number 6050646 |
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26 June 2012
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chance constrained problems
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penalty functions
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asymptotic equivalence
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sample approximation technique
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investment problem
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Chance constrained problems: penalty reformulation and performance of sample approximation technique (English)
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