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Relaxations for probabilistically constrained programs with discrete random variables · Study

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ArticleRelaxations for probabilistically constrained programs with discrete random variables

Suvrajeet Sen1992

Article1992

Relaxations for probabilistically constrained programs with discrete random variables

71 citations·0/0 files stored·Operations Research Letters

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Risk and Portfolio Optimization Complexity and Algorithms in Graphs Advanced Optimization Algorithms Research

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References

1991Discrete location theory 1988Numerical Techniques for Stochastic Optimization 1991Discrete Location Theory 1986Designing approximation schemes for stochastic optimization problems, in particular for stochastic programs with recourse 1983Stochastic Programming: Solution Techniques and Approximation Schemes

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2016Solving Chance-Constrained Optimization Problems with Stochastic Quadratic Inequalities 2012Pattern-Based Modeling and Solution of Probabilistically Constrained Optimization Problems 2017An Introduction to Two-Stage Stochastic Mixed-Integer Programming 2008MIP reformulations of the probabilistic set covering problem 2022Chance-constrained optimization under limited distributional information: A review of reformulations based on sampling and distributional robustness 2014A Branch-and-Cut Method for Dynamic Decision Making Under Joint Chance Constraints 2010Mathematical programming approaches for generating p-efficient points 2012Regularization methods for optimization problems with probabilistic constraints

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Year1992

Typearticle

Published1992-03-01

VenueOperations Research Letters

ISSN-L0167-6377

Languageen

Citations71

Files0 public / 0

ShelfRisk and Portfolio Optimization

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doi10.1016/0167-6377(92)90037-4

openalex_workW1990083802

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