Stochastic nonlinear resource allocation problem

DOI10.1016/j.endm.2016.03.022zbMath1351.90041OpenAlexW2400925838MaRDI QIDQ325428

Jinqiang Cheng, Abdel Lisser, Janny M. Y. Leung

Publication date: 18 October 2016

Full work available at URL: https://doi.org/10.1016/j.endm.2016.03.022

zbMATH Keywords

stochastic programmingquadratic programmingjoint probabilistic constraintscompletely positive programpiecewise tangent approximationresource allocation problems

Mathematics Subject Classification ID

Quadratic programming (90C20) Deterministic network models in operations research (90B10)

Cites Work

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