A second-order cone programming approach for linear programs with joint probabilistic constraints
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Publication:1758269
DOI10.1016/j.orl.2012.06.008zbMath1250.90060OpenAlexW2059670050MaRDI QIDQ1758269
Publication date: 8 November 2012
Published in: Operations Research Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.orl.2012.06.008
stochastic programmingpiecewise linear approximationsecond-order cone programmingjoint probabilistic constraints
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Uses Software
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