Scalable Heuristics for a Class of Chance-Constrained Stochastic Programs

DOI10.1287/ijoc.1090.0372zbMath1243.90166OpenAlexW1992147684MaRDI QIDQ2899086

Roger J.-B. Wets, David L. Woodruff, Jean-Paul Watson

Publication date: 28 July 2012

Published in: INFORMS Journal on Computing (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/605c276f01adf7ce3ba071cff0d12784ea9d5f46

zbMATH Keywords

stochastic programmingheuristicschance constraintsscenario-based decomposition

Mathematics Subject Classification ID

Stochastic programming (90C15) Approximation methods and heuristics in mathematical programming (90C59)

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