A Cutting Plane Approach for Chance Constrained Linear Programs

DOI10.1287/opre.39.5.776zbMath0744.90065OpenAlexW2114556249MaRDI QIDQ3988908

Jorge R. Vera, Andrés P. Weintraub

Publication date: 28 June 1992

Published in: Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/opre.39.5.776

zbMATH Keywords

random coefficientschance constrained programmingconvergent cutting plane algorithm

Mathematics Subject Classification ID

Linear programming (90C05) Stochastic programming (90C15) Computational methods for problems pertaining to operations research and mathematical programming (90-08)

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