A Critical Note on Empirical (Sample Average, Monte Carlo) Approximation of Solutions to Chance Constrained Programs (Q4927261)
From MaRDI portal
scientific article; zbMATH DE number 6177248
| Language | Label | Description | Also known as |
|---|---|---|---|
| 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
