Nonanticipative duality, relaxations, and formulations for chance-constrained stochastic programs

Shabbir Ahmed, James R. Luedtke, Yongjia Song, Weijun Xie. Nonanticipative duality, relaxations, and formulations for chance-constrained stochastic programs. Math. Program., 162(1-2):51-81, 2017. [doi]

Abstract

Abstract is missing.