Application of the Polyblock Method to Special Integer Chance Constrained Problem
The focus in this paper is on a special integer stochastic program with a chance constraint in which, with a given probability, a sum of independent and normally distributed random variables is bounded below. The objective is to maximize the expectation of a linear function of the random variables....
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| Format: | Article |
| Language: | English |
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Wrocław University of Science and Technology
2019-01-01
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| Series: | Operations Research and Decisions |
| Online Access: | http://orduser.pwr.wroc.pl/DownloadFile.aspx?aid=1445 |