Approximate methods for solving chance-constrained linear programs in probability measure space

DOI10.1007/s10957-023-02342-warXiv2207.09651MaRDI QIDQ6142063

Xun Shen, Satoshi Ito

Publication date: 25 January 2024

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2207.09651

zbMATH Keywords

function approximationsample approximationchance constraint

Mathematics Subject Classification ID

Stochastic programming (90C15) Approximation methods and heuristics in mathematical programming (90C59) Robustness in mathematical programming (90C17)

Cites Work

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