Abstract
Various applications in reliability and risk management give rise to optimization problems where certain constraints involve stochastic parameters and are required to be satisfied with a pre-specified probability threshold. In this talk we address such probabilistically constrained linear programs involving stochastic right-hand-sides. These problems involve non-convex feasible sets, and are extremely difficult to optimize.
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© 2006 Springer-Verlag Berlin Heidelberg
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Ahmed, S. (2006). Global Optimization of Probabilistically Constrained Linear Programs. In: Benhamou, F. (eds) Principles and Practice of Constraint Programming - CP 2006. CP 2006. Lecture Notes in Computer Science, vol 4204. Springer, Berlin, Heidelberg. https://doi.org/10.1007/11889205_1
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DOI: https://doi.org/10.1007/11889205_1
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-540-46267-5
Online ISBN: 978-3-540-46268-2
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