A solution algorithm for chance-constrained problems with integer second-stage recourse decisions (Q6126651): Difference between revisions

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Revision as of 09:24, 30 July 2024

scientific article; zbMATH DE number 7829605
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A solution algorithm for chance-constrained problems with integer second-stage recourse decisions
scientific article; zbMATH DE number 7829605

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    A solution algorithm for chance-constrained problems with integer second-stage recourse decisions (English)
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    9 April 2024
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    chance-constrained mathematical program
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    outer approximation
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    branch and cut
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    convergence analysis
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    computational experiments
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