A branch-and-cut decomposition algorithm for solving chance-constrained mathematical programs with finite support (Q403644)
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scientific article; zbMATH DE number 6336103
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| English | A branch-and-cut decomposition algorithm for solving chance-constrained mathematical programs with finite support |
scientific article; zbMATH DE number 6336103 |
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A branch-and-cut decomposition algorithm for solving chance-constrained mathematical programs with finite support (English)
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29 August 2014
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stochastic programming
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integer programming
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chance constraints
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probabilistic constraints
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decomposition
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0.9168220162391664
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0.8273974657058716
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0.8083696365356445
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0.7893749475479126
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