Solving chance-constrained optimization problems with stochastic quadraric inequalities
Year of publication: |
July-August 2016
|
---|---|
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
|
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 |
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