Approximating two-stage chance-constrained programs with classical probability bounds.

Bismark Singh Jean-Paul Watson

Published in: Optim. Lett. (2019)

Keyphrases

chance constraints
chance constrained
stochastic programming
chance constrained programming
robust optimization
computationally tractable
knapsack problem
reverse logistics
upper bound
multistage
probability distribution
third party
lower bound
evolutionary algorithm
linear program