Relaxations for probabilistically constrained stochastic programming problems: review and extensions

DOI10.1007/S10479-018-2934-8MaRDI QIDQ6880167zbMATH OpenFDO

Authors Miguel A. Lejeune, András Prékopa

Publication date 19 December 2025

Published in Annals of Operations Research (Search for Journal in Brave)

zbMATH Keywords

reliabilitychance constraintsstochastic programmingprobabilistic programmingrelaxation and approximation problems

Mathematics Subject Classification ID

Mathematical programming (90Cxx) Distribution theory (60Exx) Operations research, mathematical programming (90-XX)

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