Sample average approximation method for chance constrained programming: Theory and applications (Q1035926)
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scientific article; zbMATH DE number 5625113
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| English | Sample average approximation method for chance constrained programming: Theory and applications |
scientific article; zbMATH DE number 5625113 |
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Sample average approximation method for chance constrained programming: Theory and applications (English)
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4 November 2009
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chance constraints
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sample average approximation
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portfolio selection
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0.8674231767654419
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0.8650421500205994
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0.8316249847412109
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0.8295626640319824
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0.8295481204986572
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