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Normal distribution / Linear programming / Sample size determination / Order statistic / Central limit theorem / BKL singularity / Mathematical analysis / Statistics / Mathematics


A Sample Approximation Approach for Optimization with Probabilistic Constraints ∗† James Luedtke and Shabbir Ahmed
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Document Date: 2009-10-25 21:28:13


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File Size: 276,63 KB

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Bernstein / /

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Facility

Systems Engineering Georgia Institute of Technology / /

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yield solutions / feasible solution / supply chain management / lowest cost solution / approximate solutions / chemical processes / surface water quality management / local search / feasible solutions / /

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Georgia Institute of Technology / Atlanta / National Science Foundation / Shabbir Ahmed H. Milton Stewart School of Industrial / /

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Alexander Shapiro / James Luedtke / Shabbir Ahmed / Ahmed H. Milton / /

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R / /

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