Sample approximation technique for mixed-integer stochastic programming problems with several chance constraints
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216208%3A11320%2F12%3A10124544" target="_blank" >RIV/00216208:11320/12:10124544 - isvavai.cz</a>
Result on the web
<a href="http://dx.doi.org/10.1016/j.orl.2012.01.002" target="_blank" >http://dx.doi.org/10.1016/j.orl.2012.01.002</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.1016/j.orl.2012.01.002" target="_blank" >10.1016/j.orl.2012.01.002</a>
Alternative languages
Result language
angličtina
Original language name
Sample approximation technique for mixed-integer stochastic programming problems with several chance constraints
Original language description
The paper deals with sample approximation applied to stochastic programming problems with chance constraints. We extend results on rates of convergence for problems with mixed-integer bounded sets of feasible solutions and several chance constraints. Wederive estimates on the sample size necessary to get a feasible solution of the original problem using sample approximation. We present an application to a vehicle routing problem with time windows, random travel times, and random demand.
Czech name
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Czech description
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Classification
Type
J<sub>x</sub> - Unclassified - Peer-reviewed scientific article (Jimp, Jsc and Jost)
CEP classification
BB - Applied statistics, operational research
OECD FORD branch
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Result continuities
Project
<a href="/en/project/GBP402%2F12%2FG097" target="_blank" >GBP402/12/G097: DYME-Dynamic Models in Economics</a><br>
Continuities
P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)
Others
Publication year
2012
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Name of the periodical
Operations Research Letters
ISSN
0167-6377
e-ISSN
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Volume of the periodical
40
Issue of the periodical within the volume
3
Country of publishing house
NL - THE KINGDOM OF THE NETHERLANDS
Number of pages
5
Pages from-to
207-211
UT code for WoS article
000303485800012
EID of the result in the Scopus database
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