Tighter reformulations using classical Dawson and Sankoff bounds for approximating two-stage chance-constrained programs (Q828647): Difference between revisions

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+Optimal Inequalities in Probability Theory: A Convex Optimization Approach
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+Probability Bounds with Cherry Trees
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+Most Stringent Bounds on Aggregated Probabilities of Partially Specified Dependent Probability Systems
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+Bounding the probability of the union of events by aggregation and disaggregation in linear programs
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+Inequalities for the probability of the occurrence of at least <i>m</i> out of <i>n</i> events
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+Complexity of some graph-based bounds on the probability of a union of events
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+Approximating two-stage chance-constrained programs with classical probability bounds
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