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"Sample Average Approximation Method for Chance Constrained Programming: ..."

Bernardo K. Pagnoncelli, Shabbir Ahmed, Alexander Shapiro (2009)

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DOI: 10.1007/S10957-009-9523-6

access: closed

type: Journal Article

metadata version: 2023-05-26

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Bernardo K. Pagnoncelli, Shabbir Ahmed, Alexander Shapiro:
Sample Average Approximation Method for Chance Constrained Programming: Theory and Applications. J. Optimization Theory and Applications 142(2): 399-416 (2009)

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