Piecewise affine decision rules for contextual chance-constrained stochastic programming
Junhao Qin, Ziyi Zou, Liu Liu, Yongchao Liu
| Year of publication: |
2025
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|---|---|
| Authors: | Qin, Junhao ; Zou, Ziyi ; Liu, Liu ; Liu, Yongchao |
| Published in: |
Operations research letters : a journal of INFORMS devoted to the rapid publication of concise contributions in operations research. - Amsterdam [u.a.] : Elsevier Science, ISSN 0167-6377, ZDB-ID 1467065-3. - Vol. 61.2025, Art.-No. 107296, p. 1-9
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| Subject: | Chance-constrained | Contextual information | Contextual stochastic optimization | Piecewise affine function | Stochastic programming | Stochastischer Prozess | Stochastic process | Theorie | Theory | Mathematische Optimierung | Mathematical programming |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.orl.2025.107296 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015432137