Article ID Journal Published Year Pages File Type
481394 European Journal of Operational Research 2012 9 Pages PDF
Abstract
► We propose a provisioning problem with stochastic payments using chance-constrained programming. ► The Sample Average Approximation (SAA) is a viable and efficient way to solve the problem. ► Closed expressions can be obtained via comonotonic approximations. ► SAA outperforms comonotonic approximations.
Related Topics
Physical Sciences and Engineering Computer Science Computer Science (General)
Authors
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