Sample approximation technique for mixed-integer stochastic programming problems with expected value constraints
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Cites work
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Cited in
(6)- Mean-value at risk portfolio efficiency: approaches based on data envelopment analysis models with negative data and their empirical behaviour
- Beyond Chance-Constrained Convex Mixed-Integer Optimization: A Generalized Calafiore-Campi Algorithm and the notion of $S$-optimization
- Sample average approximation of expected value constrained stochastic programs
- Sample approximation technique for mixed-integer stochastic programming problems with several chance constraints
- On the convergence of sample approximations for stochastic programming problems with probabilistic criteria
- Solving equilibrium standby redundancy optimization problem by hybrid PSO algorithm
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