A polynomial approximation-based approach for chance-constrained optimization.
Lijian ChenPublished in: Optim. Methods Softw. (2019)
Keyphrases
- chance constrained
- polynomial approximation
- stochastic programming
- robust optimization
- chance constraints
- multistage
- linear program
- computationally tractable
- linear programming
- lower bound
- optimization problems
- knapsack problem
- chance constrained programming
- decision making
- pointwise
- mathematical programming
- np hard