Chance constrained problems: penalty reformulation and performance of sample approximation technique

0376766 - ÚTIA 2013 RIV CZ eng J - Journal Article
Branda, Martin
Chance constrained problems: penalty reformulation and performance of sample approximation technique.
Kybernetika. Roč. 48, č. 1 (2012), s. 105-122. ISSN 0023-5954
R&D Projects: GA ČR(CZ) GBP402/12/G097
Institutional research plan: CEZ:AV0Z10750506
Keywords : chance constrained problems * penalty functions * asymptotic equivalence * sample approximation technique * investment problem
Subject RIV: BB - Applied Statistics, Operational Research
Impact factor: 0.619, year: 2012
http://library.utia.cas.cz/separaty/2012/E/branda-chance constrained problems penalty reformulation and performance of sample approximation technique.pdf

Permanent Link: http://hdl.handle.net/11104/0209085