Chance constrained problems: penalty reformulation and performance of sample approximation technique (Q2893936)

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scientific article; zbMATH DE number 6050646
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Chance constrained problems: penalty reformulation and performance of sample approximation technique
scientific article; zbMATH DE number 6050646

    Statements

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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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    Identifiers

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