A critical note on empirical (Sample average, Monte Carlo) approximation of solutions to chance constrained programs (Q4927261)
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scientific article; zbMATH DE number 6177248
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| English | A critical note on empirical (Sample average, Monte Carlo) approximation of solutions to chance constrained programs |
scientific article; zbMATH DE number 6177248 |
Statements
A Critical Note on Empirical (Sample Average, Monte Carlo) Approximation of Solutions to Chance Constrained Programs (English)
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19 June 2013
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chance constrained programming
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probabilistic constraints
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empirical approximation
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sample average approximation
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convergence of solution sets
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sample size
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0.8316249847412109
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0.8086804747581482
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0.8084374666213989
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0.8011088967323303
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