Stochastic programming problems with generalized integrated chance constraints

DOI10.1080/02331934.2011.587007zbMath1252.90056MaRDI QIDQ3165906

Martin Branda

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

zbMATH Keywords

penalty functions; chance constraints; blending problem; integrated chance constraints; sample approximations

Mathematics Subject Classification ID

90C15: Stochastic programming

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