Discrete approximation of extremum problems with chance constraints.

MaRDI QIDQ2782509zbMATH OpenFDO

Authors Riho Lepp

Publication date 2002

Mathematics Subject Classification ID

Discrete approximations in optimal control (49M25) Stochastic programming (90C15) Sensitivity, stability, parametric optimization (90C31) Programming in abstract spaces (90C48)

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Cited in

(8)

• On relations between chance constrained and penalty function problems under discrete distributions
• Approximation of value-at-risk problems with decision rules
• Convergence of discrete approximations of stochastic programming problems with probabilistic criteria
• Use of random search in solving discrete extremal problems
• Approximations for chance-constrained programming problems
• scientific article; zbMATH DE number 4157352 (Why is no real title available?)
• Approximation of extremum problems with probability cost functionals
• Letter to the Editor—On Stochastic Linear Approximation Problems

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