Distribution-Free Approximations for Chance Constraints.

F. M. Allen R. N. Braswell P. V. Rao

Published in: Oper. Res. (1974)

Keyphrases

distribution free
chance constraints
chance constrained
normal distribution
computationally tractable
large deviations
robust optimization
vc dimension
concept class
stochastic programming
random variables
multistage
knapsack problem
sample complexity
concept classes