Tighter reformulations using classical Dawson and Sankoff bounds for approximating two-stage chance-constrained programs (Q828647)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Tighter reformulations using classical Dawson and Sankoff bounds for approximating two-stage chance-constrained programs |
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Tighter reformulations using classical Dawson and Sankoff bounds for approximating two-stage chance-constrained programs (English)
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5 May 2021
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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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floor function
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linearization
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