Adaptive Partitioning for Chance-Constrained Problems with Finite Support

arXiv2312.13180MaRDI QIDQ6464446FDOQ6464446

Authors: Marius Roland, Alexandre Forel, T. Vidal 

Publication date: 20 December 2023

Has companion code repository: https://github.com/alexforel/adaptivecc

Mathematics Subject Classification ID

Stochastic programming (90C15) Mixed integer programming (90C11)

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