A Critical Note on Empirical (Sample Average, Monte Carlo) Approximation of Solutions to Chance Constrained Programs (Q4927261)
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scientific article; zbMATH DE number 6177248
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Critical Note on Empirical (Sample Average, Monte Carlo) Approximation of Solutions to Chance Constrained Programs |
scientific article; zbMATH DE number 6177248 |
Statements
A Critical Note on Empirical (Sample Average, Monte Carlo) Approximation of Solutions to Chance Constrained Programs (English)
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19 June 2013
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chance constrained programming
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probabilistic constraints
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empirical approximation
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sample average approximation
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convergence of solution sets
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sample size
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