Data-Driven Approximation of Contextual Chance-Constrained Stochastic Programs.

Hamed Rahimian Bernardo K. Pagnoncelli

Published in: SIAM J. Optim. (2023)

Keyphrases

data driven
chance constrained
stochastic programming
robust optimization
computationally tractable
chance constraints
chance constrained programming
knapsack problem
multistage
approximation algorithms
reverse logistics
computational complexity
linear program
third party