A polynomial-time algorithm for a nonconvex chance-constrained program under the normal approximation

Author:

Mildebrath David

Funder

National Defense Science and Engineering Graduate

Publisher

Springer Science and Business Media LLC

Subject

Control and Optimization,Business, Management and Accounting (miscellaneous)

Reference14 articles.

1. Prèkopa, A.: Stochastic Programming. Mathematics and Its Applications, vol. 324. Kluwer Academic Publishers, Dordrecht (1995)

2. Charnes, A., Cooper, W.W., Symonds, G.H.: Cost horizons and certainty equivalents: an approach to stochastic programming of heating oil. Manag. Sci. 4(3), 235–263 (1958)

3. Boyd, S., Vandenberghe, L.: Convex Optimization. Cambridge University Press, Cambridge (2004)

4. Shylo, O.V., Prokopyev, O.A., Schaefer, A.J.: Stochastic operating room scheduling for high-volume specialties under block booking. INFORMS J. Comput. 25(4), 682–692 (2013)

5. Mildebrath, D., Lee, T., Sinha, S., Schaefer, A.J., Gaber, A.O.: Characterizing rational transplant program response to outcome-based regulation. Oper. Res., To appear (2021)

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