Solving Chance-Constrained Problems via a Smooth Sample-Based Nonlinear Approximation

Alejandra Peña-Ordieres, James R. Luedtke, Andreas Wächter. Solving Chance-Constrained Problems via a Smooth Sample-Based Nonlinear Approximation. SIAM Journal on Optimization, 30(3):2221-2250, 2020. [doi]

Abstract

Abstract is missing.