Robust optimization approximation for joint chance constrained optimization problem

DOI10.1007/s10898-016-0438-0zbMath1369.90116OpenAlexW2396268331MaRDI QIDQ522276

Biao Huang, Zukui Li, Yuan Yuan

Publication date: 28 April 2017

Published in: Journal of Global Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10898-016-0438-0

zbMATH Keywords

robust optimizationuncertainty setjoint chance constrained problemtractable approximation

Mathematics Subject Classification ID

Minimax problems in mathematical programming (90C47) Stochastic programming (90C15)

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