A successive approximation method for solving probabilistic constrained programs

DOI10.1007/BF02012622MaRDI QIDQ1898893zbMATH OpenFDO

Authors Jinde Wang

Publication date 30 May 1996

Published in Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)

zbMATH Keywords

successive approximationepigraph convergenceprobabilistic constrained programs

Mathematics Subject Classification ID

Stochastic programming (90C15)

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Cites work

• scientific article; zbMATH DE number 4167945 (Why is no real title available?)
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• Approximations for chance-constrained programming problems
• Continuity of the feasible solution sets of probabilistic constrained programs

Cited in

(2)

• Some comments on solving probabilistic constrained stochastic programming problems
• scientific article; zbMATH DE number 4114379 (Why is no real title available?)

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