A solution algorithm for chance-constrained problems with integer second-stage recourse decisions
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Publication:6126651
DOI10.1007/s10107-023-01984-yOpenAlexW4380714881MaRDI QIDQ6126651
Michele Monaci, Andrea Lodi, Giacomo Nannicini, Paolo Paronuzzi, Enrico Malaguti
Publication date: 9 April 2024
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10107-023-01984-y
convergence analysiscomputational experimentsouter approximationbranch and cutchance-constrained mathematical program
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