Estimated stochastic programs with chance constraints
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Publication:1278960
DOI10.1016/S0377-2217(96)00398-0zbMATH Open0929.90062OpenAlexW2166994051MaRDI QIDQ1278960FDOQ1278960
Authors: Nicole Gröwe 
Publication date: 28 February 1999
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0377-2217(96)00398-0
Recommendations
asymptotic stabilitylarge deviation resultsnon-parametric estimationchance-constrained stochastic programs
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Cited In (11)
- Probabilistic programming for nitrate pollution control: Comparing different probabilistic constraint approximations
- On the role of bounds in stochastic linear programming
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- Convexity of chance constraints with independent random variables
- Stochastic Programming Using Expected Value Bounds
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- Chance constraint programming problems with parameters as exponential random variable
- Ambiguous Chance-Constrained Binary Programs under Mean-Covariance Information
- Quantitative stability analysis for minimax distributionally robust risk optimization
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