Approximating Two-Stage Chance-Constrained Programs with Classical Probability Bounds.

Singh, Bismark; Watson, Jean-Paul

doi:10.1007/s11590-019-01387-z

Title: Approximating Two-Stage Chance-Constrained Programs with Classical Probability Bounds.

Conference · Fri Jun 01 00:00:00 EDT 2018

DOI:https://doi.org/10.1007/s11590-019-01387-z· OSTI ID:1530935

Singh, Bismark; Watson, Jean-Paul

Abstract not provided.

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Research Organization:: Sandia National Lab. (SNL-NM), Albuquerque, NM (United States)

Sponsoring Organization:: USDOE National Nuclear Security Administration (NNSA)

DOE Contract Number:: AC04-94AL85000

OSTI ID:: 1530935

Report Number(s):: SAND2018-6823C; 664936

Resource Relation:: Conference: Proposed for presentation at the ISMP 2018.

Country of Publication:: United States

Language:: English

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A Sample Approximation Approach for Optimization with Probabilistic Constraints Luedtke, James; Ahmed, Shabbir SIAM Journal on Optimization, Vol. 19, Issue 2 https://doi.org/10.1137/070702928	journal	January 2008
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