Safe Approximations of Ambiguous Chance Constraints Using Historical Data.

Ihsan Yanikoglu Dick den Hertog

Published in: INFORMS J. Comput. (2013)

Keyphrases

historical data
chance constraints
chance constrained
computationally tractable
robust optimization
data mining techniques
stochastic programming
predictive model
stream data
demand forecasting
reverse logistics
decision making
evolutionary algorithm
state space
multistage