Safe approximations of chance constrained sets by probabilistic scaling.

Teodoro Alamo Victor Mirasierra Fabrizio Dabbene Matthias Lorenzen

Published in: ECC (2019)

Keyphrases

chance constrained
computationally tractable
stochastic programming
robust optimization
chance constraints
knapsack problem
reverse logistics
bayesian networks
chance constrained programming
genetic algorithm
multistage