Approximating two-stage chance-constrained programs with classical probability bounds (Q2329660)
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scientific article; zbMATH DE number 7119192
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| English | Approximating two-stage chance-constrained programs with classical probability bounds |
scientific article; zbMATH DE number 7119192 |
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Approximating two-stage chance-constrained programs with classical probability bounds (English)
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18 October 2019
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chance-constrained optimization
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Bonferroni inequalities
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union bounds
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stochastic optimization
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approximations
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0.8247433304786682
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0.7957700490951538
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0.7925552725791931
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0.7828730940818787
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0.7815614938735962
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