An Alternating Direction Method for Chance-Constrained Optimization Problems with Discrete Distributions
نویسندگان
چکیده
Chance-Constrained Optimization Problems with Discrete Distributions Xiaodi Bai Department of Management Science, School of Management, Fudan University, Shanghai 200433, P. R. China, [email protected] Jie Sun Department of Decision Sciences and Risk Management Institute, National University of Singapore, Singapore 119245, [email protected] Xiaoling Sun Department of Management Science, School of Management, Fudan University, Shanghai 200433, P. R. China, [email protected] Xiaojin Zheng School of Economics and Management, Tongji University, Shanghai 200092, P. R. China, [email protected]
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