A successive approximation method for solving probabilistic constrained programs

DOI10.1007/BF02012622zbMath0838.90091MaRDI QIDQ1898893

Jinde Wang

Publication date: 30 May 1996

Published in: Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)

zbMATH Keywords

successive approximationepigraph convergenceprobabilistic constrained programs

Mathematics Subject Classification ID

Stochastic programming (90C15)

Cites Work

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• Continuity of the feasible solution sets of probabilistic constrained programs
• Approximations for chance-constrained programming problems

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