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Integrated Chance Constraints: Reduced Forms and an Algorithm.

Willem K. Klein HaneveldMaarten H. van der Vlerk
Published in: Comput. Manag. Sci. (2006)
Keyphrases
  • objective function
  • cost function
  • dynamic programming
  • learning algorithm
  • worst case
  • np hard
  • mathematical model
  • shortest path problem