On safe tractable approximations of chance constraints

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Publication:1926690


DOI10.1016/j.ejor.2011.11.006zbMath1253.90185WikidataQ57392891 ScholiaQ57392891MaRDI QIDQ1926690

Arkadi Nemirovski

Publication date: 29 December 2012

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ejor.2011.11.006


90C25: Convex programming

90C15: Stochastic programming


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