On safe tractable approximations of chance constraints

DOI10.1016/j.ejor.2011.11.006zbMath1253.90185OpenAlexW2062843008WikidataQ57392891 ScholiaQ57392891MaRDI QIDQ1926690

Arkadi Nemirovski

Publication date: 29 December 2012

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ejor.2011.11.006

zbMATH Keywords

convex programmingrobust optimizationchance constraintsuncertainty modelingoptimization under uncertainty

Mathematics Subject Classification ID

Convex programming (90C25) Stochastic programming (90C15)

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