A second-order cone programming approach for linear programs with joint probabilistic constraints
type: Item
instance of: scholarly article
title: A second-order cone programming approach for linear programs with joint probabilistic constraints
zbMATH Open document ID: 1250.90060
author: Jianqiang Cheng
author: Abdel Lisser
published in: Operations Research Letters
publication date: 2012-11-08T00:00:00Z
Mathematics Subject Classification ID: 90C15
Mathematics Subject Classification ID: 90C05
zbMATH DE Number: 6103783
zbMATH Keywords: stochastic programming
zbMATH Keywords: joint probabilistic constraints
zbMATH Keywords: second-order cone programming
zbMATH Keywords: piecewise linear approximation
describes a project that uses: OR-Library
MaRDI profile type: Publication
full work available at URL: j.orl.2012.06.008
OpenAlex ID: W2059670050
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DOI: 10.1016/J.ORL.2012.06.008
description: scientific article; zbMATH DE number 6103783