Solving chance-constrained optimization problems with stochastic quadraric inequalities
Miguel A. Lejeune (George Washington University, NW, Washington, DC), François Margot (Tepper School of Business, Carnegie Mellon University, Pittsburgh, Pennsylvania)
| Year of publication: |
July-August 2016
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|---|---|
| Authors: | Lejeune, Miguel A. ; Margot, François |
| Published in: |
Operations research. - Catonsville, MD : INFORMS, ISSN 0030-364X, ZDB-ID 123389-0. - Vol. 64.2016, 4, p. 939-957
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| Subject: | stochastic programming | mixed-integer nonlinear programming | Boolean programming | nonlinear branch-and-bound algorithm | quadratic stochastic inequality | joint probabilistic constraint | random technology matrix | epidemiology | facility location | Mathematische Optimierung | Mathematical programming | Theorie | Theory | Stochastischer Prozess | Stochastic process | Nichtlineare Optimierung | Nonlinear programming | Algorithmus | Algorithm | Dynamische Optimierung | Dynamic programming |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1287/opre.2016.1493 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011538579