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      A Sample Approximation Approach for Optimization with Probabilistic Constraints

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      Publication date Created:
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      Journal: SIAM Journal on Optimization
      Publisher: Society for Industrial & Applied Mathematics (SIAM)

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          Robust Convex Optimization

          A. Ben-Tal, A. Nemirovski (1998)
          Article 0 comments Cited 306 times – based on 0 reviews     Review now
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            Probability Inequalities for Sums of Bounded Random Variables

            Wassily Hoeffding (1963)
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              The Sample Average Approximation Method for Stochastic Discrete Optimization

              Tito Homem-de-Mello, Anton J. Kleywegt, Alexander Shapiro (2002)
              Article 0 comments Cited 216 times – based on 0 reviews     Review now
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                Author and article information

                Journal
                Title: SIAM Journal on Optimization
                Abbreviated Title: SIAM J. Optim.
                Publisher: Society for Industrial & Applied Mathematics (SIAM)
                ISSN (Print): 1052-6234
                ISSN (Electronic): 1095-7189
                Publication date Created: January 2008
                Publication date (Print): January 2008
                Volume: 19
                Issue: 2
                Pages: 674-699
                Article
                DOI: 10.1137/070702928
                SO-VID: c7aa466b-7ab8-4e3f-b9b6-8008a3445e7d
                Copyright © © 2008
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