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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    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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