A branch-and-cut decomposition algorithm for solving chance-constrained mathematical programs with finite support

标题
A branch-and-cut decomposition algorithm for solving chance-constrained mathematical programs with finite support
作者
关键词
Stochastic programming, Integer programming, Chance constraints, Probabilistic constraints, Decomposition, 90C11, 90C15
出版物
MATHEMATICAL PROGRAMMING
Volume 146, Issue 1-2, Pages 219-244
出版商
Springer Nature
发表日期
2013-05-21
DOI
10.1007/s10107-013-0684-6

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