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Randomized Solutions to Convex Programs with Multiple Chance Constraints - MaRDI portal

Randomized Solutions to Convex Programs with Multiple Chance Constraints (Q5408228)

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scientific article; zbMATH DE number 6282038
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Randomized Solutions to Convex Programs with Multiple Chance Constraints
scientific article; zbMATH DE number 6282038

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    Randomized Solutions to Convex Programs with Multiple Chance Constraints (English)
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    9 April 2014
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    uncertain optimization
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    chance constraints
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    randomized algorithms
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    convex optimization
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    scenario approach
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    multistage decision problems
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