A sampling-and-discarding approach to chance-constrained optimization: feasibility and Optimality
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Publication:535064
DOI10.1007/S10957-010-9754-6zbMATH Open1211.90146OpenAlexW2066778083MaRDI QIDQ535064FDOQ535064
Authors: Simone Garatti, M. C. Campi 
Publication date: 11 May 2011
Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10957-010-9754-6
Recommendations
convex optimizationstochastic optimizationrandomized methodschance-constrained optimizationsample-based optimization
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