Sample approximation technique for mixed-integer stochastic programming problems with several chance constraints

DOI10.1016/j.orl.2012.01.002zbMath1245.90073MaRDI QIDQ439920

Martin Branda

Publication date: 17 August 2012

Published in: Operations Research Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.orl.2012.01.002

zbMATH Keywords

rate of convergence; sample size; sample approximation; stochastic vehicle routing problem; chance constrained problems

Mathematics Subject Classification ID

90C11: Mixed integer programming

90C15: Stochastic programming

90C59: Approximation methods and heuristics in mathematical programming

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