Partial sample average approximation method for chance constrained problems
نویسندگان
چکیده
منابع مشابه
A New Partial Sample Average Approximation Method for Chance Constrained Problems
In this paper, we present a new scheme of a sampling method to solve chance constrained programs. First of all, a modified sample average approximation, namely Partial Sample Average Approximation (PSAA) is presented. The main advantage of our approach is that the PSAA problem has only continuous variables whilst the standard sample average approximation (SAA) contains binary variables. Althoug...
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ژورنال
عنوان ژورنال: Optimization Letters
سال: 2018
ISSN: 1862-4472,1862-4480
DOI: 10.1007/s11590-018-1300-8