An integer programming approach for linear programs with probabilistic constraints - Luedtke, James; Ahmed, Shabbir; Nemhauser, George L. (Mathematical programming, 2010)
Keywords: Applied sciences; Approximation; Calculus of Variations and Optimal Control; Optimization; Combinatorics; Exact sciences and technology; Flows in networks. Combinatorial problems; Full Length Paper; Hierarchies; Inequality; Integer programming; Knapsack problem; Linear programming; Mathematical and Computational Physics; Mathematical Methods in Physics; Mathematical programming; Mathematics; Mathematics and Statistics; Mathematics of Computing; Numerical Analysis; Operational research and scientific management; Operational research. Management science; Probability; Production planning; Random variables; Stochastic models; Studies; Systems engineering; Theoretical; Integer programming; Probabilistic constraints; 90C11; Chance constraints; 90C15; Mixing set; Stochastic programming; Probabilistic approach; Linear programming; Mixed integer programming; Random vector; Combinatorial optimization; Modeling; Knapsack problem; Case study; Mathematical programming