Chance-constrained problems and rare events: an importance sampling approach

Javiera Barrera, Tito Homem-de-Mello, Eduardo Moreno, Bernardo K. Pagnoncelli, Gianpiero Canessa. Chance-constrained problems and rare events: an importance sampling approach. Math. Program., 157(1):153-189, 2016. [doi]

Abstract

Abstract is missing.