Tighter reformulations using classical Dawson and Sankoff bounds for approximating two-stage chance-constrained programs (Q828647)
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scientific article; zbMATH DE number 7343953
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| English | Tighter reformulations using classical Dawson and Sankoff bounds for approximating two-stage chance-constrained programs |
scientific article; zbMATH DE number 7343953 |
Statements
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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0.7957700490951538
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0.7521578669548035
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0.7455403208732605
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0.7366968989372253
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0.7340616583824158
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