Random convex approximations of ambiguous chance constrained programs.

Shih-Hao Tseng Eilyan Bitar Ao Tang

Published in: CDC (2016)

Keyphrases

chance constrained
computationally tractable
stochastic programming
robust optimization
knapsack problem
chance constraints
multistage
reverse logistics
chance constrained programming
linear program
dynamic programming
np hard
genetic algorithm
convex optimization
third party
cost function
decision making