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Sample Average Approximation Method for Chance Constrained Programming: Theory and Applications.

Bernardo K. PagnoncelliShabbir AhmedAlexander Shapiro
Published in: J. Optimization Theory and Applications (2009)
Keyphrases
  • chance constrained programming
  • dynamic programming
  • high level
  • computational complexity
  • support vector machine
  • input output
  • multiple objective linear programming