𝔖 Bobbio Scriptorium
✦   LIBER   ✦

On Accurate Linear Approximations for Chance-Constrained Programming

✍ Scribed by Yrjö Seppälä


Book ID
125573356
Publisher
Palgrave Publishers Ltd.
Year
1988
Tongue
English
Weight
106 KB
Volume
39
Category
Article
ISSN
0160-5682

No coin nor oath required. For personal study only.


📜 SIMILAR VOLUMES


Convex Approximations of Chance Constrai
✍ Nemirovski, Arkadi; Shapiro, Alexander 📂 Article 📅 2007 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 321 KB

We consider a chance constrained problem, where one seeks to minimize a convex objective over solutions satisfying, with a given close to one probability, a system of randomly perturbed convex constraints. This problem may happen to be computationally intractable; our goal is to build its computatio