Sample approximation technique for mixed-integer stochastic programming problems with expected value constraints
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Publication:2448164
DOI10.1007/s11590-013-0642-5zbMath1317.90215OpenAlexW2030522578WikidataQ105583493 ScholiaQ105583493MaRDI QIDQ2448164
Publication date: 30 April 2014
Published in: Optimization Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11590-013-0642-5
rate of convergenceconditional value at risksample approximationnon-iid samplingexpected value constrained problemsHölder-calmness
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