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An Inner-Outer Approximation Approach to Chance Constrained Optimization - MaRDI portal

An Inner-Outer Approximation Approach to Chance Constrained Optimization (Q5355201)

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scientific article; zbMATH DE number 6770396
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An Inner-Outer Approximation Approach to Chance Constrained Optimization
scientific article; zbMATH DE number 6770396

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    An Inner-Outer Approximation Approach to Chance Constrained Optimization (English)
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    7 September 2017
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    stochastic optimization
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    probability constraints
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    approximations
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    convergence
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