A survey on probabilistically constrained optimization problems

DOI10.3934/naco.2012.2.767zbMath1259.90080OpenAlexW2313000303MaRDI QIDQ1940960

Xiaoling Sun, Xiaodi Bai, Xiao Jin Zheng

Publication date: 11 March 2013

Published in: Numerical Algebra, Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3934/naco.2012.2.767

zbMATH Keywords

stochastic programmingprobabilistic constraintsconvex approximation methodDC approachinteger programming approach

Mathematics Subject Classification ID

Nonconvex programming, global optimization (90C26) Stochastic programming (90C15)

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