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

SYSNO	0376766
Title	Chance constrained problems: penalty reformulation and performance of sample approximation technique
Author(s)	Branda, Martin (UTIA-B) [E]_{RID, ORCID}
Source Title	Kybernetika. Roč. 48, č. 1 (2012), s. 105-122. - : Ústav teorie informace a automatizace AV ČR, v. v. i.
Document Type	Článek v odborném periodiku
Grant	GBP402/12/G097 GA ČR - Czech Science Foundation (CSF), CZ - Czech Republic
CEZ	AV0Z10750506 - UTIA-B (2005-2011)
Language	eng
Country	CZ
Keywords	chance constrained problems * penalty functions * asymptotic equivalence * sample approximation technique * investment problem
URL	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

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Number of the records: 1