Stochastic programming problems with generalized integrated chance constraints
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Publication:3165906
DOI10.1080/02331934.2011.587007zbMath1252.90056OpenAlexW2062167629MaRDI QIDQ3165906
Publication date: 19 October 2012
Published in: Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/02331934.2011.587007
penalty functionschance constraintsblending problemintegrated chance constraintssample approximations
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Cites Work
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- A Sample Approximation Approach for Optimization with Probabilistic Constraints
- Dual method for the solution of a one-stage stochastic programming problem with random RHS obeying a discrete probability distribution
- Dissection Methods for Solutions in Chance Constrained Programming Problems Under Discrete Distributions
- Stochastic optimization of insurance portfolios for managing exposure to catastrophic risks
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