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