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Solving chance-constrained combinatorial problems to optimality

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  • Olivier Klopfenstein

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  • Olivier Klopfenstein, 2010. "Solving chance-constrained combinatorial problems to optimality," Computational Optimization and Applications, Springer, vol. 45(3), pages 607-638, April.
    • Handle: RePEc:spr:coopap:v:45:y:2010:i:3:p:607-638
    DOI: 10.1007/s10589-008-9177-6
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    References listed on IDEAS

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    1. Peter Kall & János Mayer, 2005. "Stochastic Linear Programming," International Series in Operations Research and Management Science, Springer, number 978-0-387-24440-2, December.
    2. G. C. Calafiore & L. El Ghaoui, 2006. "On Distributionally Robust Chance-Constrained Linear Programs," Journal of Optimization Theory and Applications, Springer, vol. 130(1), pages 1-22, July.
    3. David Bradley & Ramesh Gupta, 2002. "On the Distribution of the Sum of n Non-Identically Distributed Uniform Random Variables," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 54(3), pages 689-700, September.
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    Cited by:

    1. Beraldi, Patrizia & Bruni, Maria Elena & Laganà, Demetrio & Musmanno, Roberto, 2015. "The mixed capacitated general routing problem under uncertainty," European Journal of Operational Research, Elsevier, vol. 240(2), pages 382-392.
    2. Grit Claßen & Arie M. C. A. Koster & David Coudert & Napoleão Nepomuceno, 2014. "Chance-Constrained Optimization of Reliable Fixed Broadband Wireless Networks," INFORMS Journal on Computing, INFORMS, vol. 26(4), pages 893-909, November.
    3. Bilsel, R. Ufuk & Ravindran, A., 2011. "A multiobjective chance constrained programming model for supplier selection under uncertainty," Transportation Research Part B: Methodological, Elsevier, vol. 45(8), pages 1284-1300, September.

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