On the convergence rate of empirical estimates in chance constrained stochastic programming.

Vlasta Kanková

Published in: Kybernetika (1990)

Keyphrases

convergence rate
stochastic programming
chance constrained
multistage
linear program
learning rate
robust optimization
primal dual
np hard
dynamic programming
knapsack problem
learning algorithm
objective function
special case
optimization problems
linear programming