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Scalable Heuristics for a Class of Chance-Constrained Stochastic Programs.

Jean-Paul WatsonRoger J.-B. WetsDavid L. Woodruff
Published in: INFORMS J. Comput. (2010)
Keyphrases
  • chance constrained
  • stochastic programming
  • chance constrained programming
  • reinforcement learning
  • search algorithm
  • special case
  • search strategies
  • knapsack problem
  • robust optimization
  • computationally tractable