The use of discrete moment bounds in probabilistic constrained stochastic programming models
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Publication:1289294
DOI10.1023/A:1018921811281zbMath0920.90112WikidataQ93610156 ScholiaQ93610156MaRDI QIDQ1289294
Publication date: 28 June 1999
Published in: Annals of Operations Research (Search for Journal in Brave)
Related Items (8)
On the relationship between the discrete and continuous bounding moment problems and their numerical solutions ⋮ An arc-exchange decomposition method for multistage dynamic networks with random arc capacities ⋮ Multilinear approximation on rectangles and the related moment problem ⋮ Monge properties, discrete convexity and applications ⋮ A preliminary set of applications leading to stochastic semidefinite programs and chance-constrained semidefinite programs ⋮ Convexity and Solutions of Stochastic Multidimensional 0-1 Knapsack Problems with Probabilistic Constraints ⋮ Approximating two-stage chance-constrained programs with classical probability bounds ⋮ Polynomially Computable Bounds for the Probability of the Union of Events
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