Some comments on solving probabilistic constrained stochastic programming problems

MaRDI QIDQ3620327zbMATH OpenFDO

Authors Mehmet Yilmaz, Birol Topçu

Publication date 14 April 2009

zbMATH Keywords

first Edgeworth series expansionweighted sum of random variates

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Infinitely divisible distributions; stable distributions (60E07) Approximations to statistical distributions (nonasymptotic) (62E17) Stochastic programming (90C15)

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Cited in

(2)

• Analysis and comparisons of some solution concepts for stochastic programming problems
• Edgeworth series approximation for gamma type chance constraints

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