Estimated stochastic programs with chance constraints
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Publication:1278960
DOI10.1016/S0377-2217(96)00398-0zbMath0929.90062OpenAlexW2166994051MaRDI QIDQ1278960
Publication date: 28 February 1999
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0377-2217(96)00398-0
asymptotic stabilitylarge deviation resultsnon-parametric estimationchance-constrained stochastic programs
Related Items (5)
Convexity of chance constrained programming problems with respect to a new generalized concavity notion ⋮ Convexity of chance constraints with independent random variables ⋮ On the role of bounds in stochastic linear programming ⋮ Probabilistic programming for nitrate pollution control: Comparing different probabilistic constraint approximations ⋮ Quantitative stability analysis for minimax distributionally robust risk optimization
Uses Software
Cites Work
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