Data-driven chance constrained stochastic program.

Ruiwei Jiang Yongpei Guan

Published in: Math. Program. (2016)

Keyphrases

chance constrained
data driven
stochastic programming
robust optimization
chance constraints
knapsack problem
multistage
chance constrained programming
computationally tractable
reverse logistics
linear program
decision making
objective function
dynamic programming
data envelopment analysis