Calculating a probabilistic optimization criterion by branch and cut methods

MaRDI QIDQ1900810zbMATH OpenFDO

Authors V. N. Nefedov

Publication date 25 October 1995

Published in Journal of Computer and Systems Sciences International (Search for Journal in Brave)

zbMATH Keywords

branch and cut methodscomputational experimentscut setdiscrete optimization algorithmsembedded setmultidimensional integralprobability functionalquantile functional

Mathematics Subject Classification ID

Approximate quadratures (41A55) Probability distributions: general theory (60E05) Probabilistic methods, stochastic differential equations (65C99) Numerical quadrature and cubature formulas (65D32)

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Cited in

(2)

• A branch-reduce-cut algorithm for the global optimization of probabilistically constrained linear programs
• scientific article; zbMATH DE number 1199856 (Why is no real title available?)

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