A sample average approximation approach for log-sigmoid approximation of chance constrained problem

MaRDI QIDQ5499294zbMATH OpenFDO

Authors Yonghong Ren, Jia Wang, Yu Wang, Yanni Ma

Publication date 11 February 2015

zbMATH Keywords

chance constraintssample average approximationlog-sigmoid approximation

Mathematics Subject Classification ID

Multi-objective and goal programming (90C29) Approximation methods and heuristics in mathematical programming (90C59)

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(4)

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• Partial sample average approximation method for chance constrained problems

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