On Accurate Linear Approximations for Chance-Constrained Programming

DOI10.1057/PALGRAVE.JORS.0390711zbMATH Open0643.90065OpenAlexW4235355447MaRDI QIDQ3786284FDOQ3786284

Authors: Yrjö Seppälä 

Publication date: 1988

Full work available at URL: https://doi.org/10.1057/palgrave.jors.0390711

zbMATH Keywords

linearization techniqueschance-constrained programming system

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Linear programming (90C05) Stochastic programming (90C15)

Cited In (5)

• A linear approximation method for solving a special class of the chance constrained programming problem
• A Cutting Plane Approach for Chance Constrained Linear Programs
• On stability of proper efficient solutions in multiobjective fractional programming problems under fuzziness
• A stochastic approximation method for approximating the efficient frontier of chance-constrained nonlinear programs
• On safe tractable approximations of chance constraints

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