Relaxations for probabilistically constrained programs with discrete random variables
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Publication:1197883
DOI10.1016/0167-6377(92)90037-4zbMath0765.90071OpenAlexW1990083802MaRDI QIDQ1197883
Publication date: 16 January 1993
Published in: Operations Research Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0167-6377(92)90037-4
stochastic linear programsjoint probability constraintsouter convex approximationrandom discretely distributed right-hand sides
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