Sample approximation technique for mixed-integer stochastic programming problems with several chance constraints
From MaRDI portal
Publication:439920
DOI10.1016/j.orl.2012.01.002zbMath1245.90073MaRDI QIDQ439920
Publication date: 17 August 2012
Published in: Operations Research Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.orl.2012.01.002
rate of convergence; sample size; sample approximation; stochastic vehicle routing problem; chance constrained problems
90C11: Mixed integer programming
90C15: Stochastic programming
90C59: Approximation methods and heuristics in mathematical programming
Related Items
Stochastic polynomial optimization, On relations between DEA-risk models and stochastic dominance efficiency tests, Satisficing measure approach for vehicle routing problem with time windows under uncertainty, Developing equilibrium optimization methods for hub location problems, Confidence-based reasoning in stochastic constraint programming, Flow-based formulations for operational fixed interval scheduling problems with random delays, Exact penalization in stochastic programming -- calmness and constraint qualification, New safe approximation of ambiguous probabilistic constraints for financial optimization problem, On relations between chance constrained and penalty function problems under discrete distributions, Sample approximation technique for mixed-integer stochastic programming problems with expected value constraints, Reformulations of input-output oriented DEA tests with diversification, Ensuring service levels in routing problems with time windows and stochastic travel times, Optimization Approaches to Multiplicative Tariff of Rates Estimation in Non-Life Insurance
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Sample average approximation of expected value constrained stochastic programs
- Sample average approximation method for chance constrained programming: Theory and applications
- Uncertain convex programs: randomized solutions and confidence levels
- Approximation and contamination bounds for probabilistic programs
- Robustness in stochastic programs with risk constraints
- Stochastic programming problems with generalized integrated chance constraints
- A Sample Approximation Approach for Optimization with Probabilistic Constraints
- The Stochastic Vehicle Routing Problem for Minimum Unmet Demand
- Dual method for the solution of a one-stage stochastic programming problem with random RHS obeying a discrete probability distribution
- Probability Inequalities for Sums of Bounded Random Variables
