Sample average approximation method for chance constrained programming: Theory and applications (Q1035926)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Sample average approximation method for chance constrained programming: Theory and applications
scientific article

    Statements

    Sample average approximation method for chance constrained programming: Theory and applications (English)
    0 references
    4 November 2009
    0 references
    0 references
    0 references
    0 references
    0 references
    chance constraints
    0 references
    sample average approximation
    0 references
    portfolio selection
    0 references
    0 references
    0 references
    0 references