A branch-and-cut decomposition algorithm for solving chance-constrained mathematical programs with finite support

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Publication:403644

DOI10.1007/s10107-013-0684-6zbMath1297.90092OpenAlexW2041977479MaRDI QIDQ403644

James R. Luedtke

Publication date: 29 August 2014

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10107-013-0684-6




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