Cell-and-bound algorithm for chance constrained programs with discrete distributions

Xiaojin Zheng, Baiyi Wu, Xueting Cui. Cell-and-bound algorithm for chance constrained programs with discrete distributions. European Journal of Operational Research, 260(2):421-431, 2017. [doi]

Authors

Xiaojin Zheng

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Baiyi Wu

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Xueting Cui

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