Optimization Under Probabilistic Envelope Constraints
نویسندگان
چکیده
منابع مشابه
Optimization Under Probabilistic Envelope Constraints
Chance constraints are an important modeling tool in stochastic optimization, providing probabilistic guarantees that a solution “succeeds” in satisfying a given constraint. While they control the probability of “success,” they provide no control whatsoever in the event of a “failure.” That is, they do not distinguish between a slight overor under-shoot of the bounds, and more catastrophic viol...
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ژورنال
عنوان ژورنال: Operations Research
سال: 2012
ISSN: 0030-364X,1526-5463
DOI: 10.1287/opre.1120.1054