Partial Sample Average Approximation Method for Chance Constrained Problems - Laboratoire Interdisciplinaire des Sciences du Numérique Access content directly
Conference Papers Year : 2018

Partial Sample Average Approximation Method for Chance Constrained Problems

Jianqiang Cheng
  • Function : Author
Céline Gicquel
Laboratoire de Recherche en Informatique
CV
Abdel Lisser
Laboratoire de Recherche en Informatique
CV

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Operations Research [math.OC]

Céline Gicquel  : Connect in order to contact the contributor

https://hal.science/hal-01886309

Submitted on : Tuesday, October 2, 2018-5:45:53 PM

Last modification on : Wednesday, February 21, 2024-3:36:01 AM

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hal-01886309 , version 1 (02-10-2018)

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  • HAL Id : hal-01886309 , version 1

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Jianqiang Cheng, Céline Gicquel, Abdel Lisser. Partial Sample Average Approximation Method for Chance Constrained Problems. ISMP2018 - 23rd Symposium on Mathematical Programming, Jul 2018, Bordeaux, France. ⟨hal-01886309⟩

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CNRS UMR8623 CENTRALESUPELEC LRI-ROCS UNIV-PARIS-SACLAY LISN GS-COMPUTER-SCIENCE LISN-ROCS
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