Dynamic probabilistic constraints under continuous random distributions

DOI10.1007/s10107-020-01593-zzbMath1506.90179OpenAlexW3103270094MaRDI QIDQ2097675

T. González Grandón, Pedro Pérez-Aros, René Henrion

Publication date: 14 November 2022

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10107-020-01593-z

zbMATH Keywords

stochastic programmingdecision ruleschance constraintscontinuous distributionsdynamic probabilistic constraints

Mathematics Subject Classification ID

Stochastic programming (90C15) Optimality conditions for problems involving randomness (49K45)

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