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A branch-and-cut decomposition algorithm for solving chance-constrained mathematical programs with finite support.

James R. Luedtke
Published in: Math. Program. (2014)
Keyphrases
  • decomposition algorithm
  • chance constrained
  • stochastic programming
  • decomposition method
  • robust optimization
  • decision making
  • evolutionary algorithm
  • knapsack problem
  • optimal control
  • working set
  • reverse logistics