Bounds for probabilistic integer programming problems

DOI10.1016/S0166-218X(01)00329-8zbMath1173.90488MaRDI QIDQ1850114

Dentcheva, Darinka, Prékopa, András, Ruszczyński, Andrzej

Publication date: 2 December 2002

Published in: Discrete Applied Mathematics (Search for Journal in Brave)

zbMATH Keywords

stochastic programming; integer programming; knapsack problem; probabilistic constraint

Mathematics Subject Classification ID

90C10: Integer programming

90C15: Stochastic programming

90C27: Combinatorial optimization

Related Items

About Lagrangian methods in integer optimization, Stochastic 0-1 linear programming under limited distributional information, Designing robust emergency medical service via stochastic programming, Beam search heuristic to solve stochastic integer problems under probabilistic constraints

Uses Software

• AMPL

Cites Work

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