Tractable algorithms for chance-constrained combinatorial problems

DOI10.1051/ro/2009010zbMath1173.90478OpenAlexW2166324783MaRDI QIDQ3632807

Olivier Klopfenstein

Publication date: 12 June 2009

Published in: RAIRO - Operations Research (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/105427

zbMATH Keywords

integer linear programmingheuristicrobust optimizationchance constraints

Mathematics Subject Classification ID

Integer programming (90C10) Stochastic programming (90C15)

Related Items

Cover inequalities for robust knapsack sets-Application to the robust bandwidth packing problem ⋮ Tractable algorithms for chance-constrained combinatorial problems

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