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A heuristic algorithm for a chance constrained stochastic program.
Concetta A. DePaolo
David J. Rader Jr.
Published in:
Eur. J. Oper. Res. (2007)
Keyphrases
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chance constrained
stochastic programming
chance constraints
robust optimization
multistage
knapsack problem
chance constrained programming
reverse logistics
computationally tractable
linear program
lot sizing
optimal solution
supply chain
inventory control
special case
multi objective