A critical note on empirical (Sample average, Monte Carlo) approximation of solutions to chance constrained programs (Q4927261)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: A critical note on empirical (Sample average, Monte Carlo) approximation of solutions to chance constrained programs |
scientific article; zbMATH DE number 6177248
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| 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)
0 references
19 June 2013
0 references
chance constrained programming
0 references
probabilistic constraints
0 references
empirical approximation
0 references
sample average approximation
0 references
convergence of solution sets
0 references
sample size
0 references
0.8316249847412109
0 references
0.8086804747581482
0 references
0.8084374666213989
0 references
0.8011088967323303
0 references
