Sample approximation technique for mixed-integer stochastic programming problems with several chance constraints

DOI10.1016/j.orl.2012.01.002zbMath1245.90073OpenAlexW2074085031MaRDI QIDQ439920

Martin Branda

Publication date: 17 August 2012

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

Full work available at URL: https://doi.org/10.1016/j.orl.2012.01.002

zbMATH Keywords

rate of convergencesample sizesample approximationstochastic vehicle routing problemchance constrained problems

Mathematics Subject Classification ID

Mixed integer programming (90C11) Stochastic programming (90C15) Approximation methods and heuristics in mathematical programming (90C59)

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• The Stochastic Vehicle Routing Problem for Minimum Unmet Demand
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• Probability Inequalities for Sums of Bounded Random Variables

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