Convex Approximations of Chance Constrained Programs (Q5426893)
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scientific article; zbMATH DE number 5212488
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Convex Approximations of Chance Constrained Programs |
scientific article; zbMATH DE number 5212488 |
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Convex Approximations of Chance Constrained Programs (English)
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16 November 2007
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stochastic programming
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chance constraints
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convex programming
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Monte Carlo sampling
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scenario generation
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large deviation bounds
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ambiguous chance constrained programming
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