Nonanticipative duality, relaxations, and formulations for chance-constrained stochastic programs

Document Details

Document Type
Pub Defense Publication
Publication Date
May 26, 2016
Source ID
10.1007/s10107-016-1029-z

Entities

People

  • James Luedtke
  • Shabbir Ahmed
  • Weijun Xie
  • Yongjia Song

Organizations

  • National Science Foundation
  • Office of Naval Research Global
  • United States Department of Energy