Arkadi Nemirovski, Alexander Shapiro. Convex Approximations of Chance Constrained Programs. SIAM Journal on Optimization, 17(4):969-996, 2006. [doi]
@article{NemirovskiS06,
title = {Convex Approximations of Chance Constrained Programs},
author = {Arkadi Nemirovski and Alexander Shapiro},
year = {2006},
doi = {10.1137/050622328},
url = {http://dx.doi.org/10.1137/050622328},
researchr = {https://researchr.org/publication/NemirovskiS06},
cites = {0},
citedby = {0},
journal = {SIAM Journal on Optimization},
volume = {17},
number = {4},
pages = {969-996},
}