Sample approximation technique for mixed-integer stochastic programming problems with several chance constraints.
Martin BrandaPublished in: Oper. Res. Lett. (2012)
Keyphrases
- mixed integer
- stochastic programming problems
- chance constraints
- optimal solution
- lot sizing
- chance constrained
- linear program
- convex hull
- mixed integer programming
- feasible solution
- robust optimization
- continuous variables
- approximation algorithms
- np hard
- neural network
- sample size
- decision making
- tabu search
- linear programming
- dynamic programming
- multi agent systems