A Second-Order Cone Programming Approximation to Joint Chance-Constrained Linear Programs

DOI10.1007/978-3-642-32147-4_8zbMath1370.90158OpenAlexW10881571MaRDI QIDQ3167613

Jianqiang Cheng, Celine Gicquel, Abdel Lisser

Publication date: 2 November 2012

Published in: Lecture Notes in Computer Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-642-32147-4_8

Mathematics Subject Classification ID

Linear programming (90C05) Stochastic programming (90C15)

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