A linear programming approach for linear programs with probabilistic constraints
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DOI: 10.1016/j.ejor.2013.04.049
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References listed on IDEAS
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- Bentaha, Mohand Lounes & Battaïa, Olga & Dolgui, Alexandre & Hu, S. Jack, 2015. "Second order conic approximation for disassembly line design with joint probabilistic constraints," European Journal of Operational Research, Elsevier, vol. 247(3), pages 957-967.
- Xiaodi Bai & Jie Sun & Xiaojin Zheng, 2021. "An Augmented Lagrangian Decomposition Method for Chance-Constrained Optimization Problems," INFORMS Journal on Computing, INFORMS, vol. 33(3), pages 1056-1069, July.
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Keywords
Linear programming; Integer programming; Stochastic programming; Chance constrained programming; Heuristics;All these keywords.
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