Scalable Heuristics for a Class of Chance-Constrained Stochastic Programs

Jean-Paul Watson
Discrete Math and Complex Systems Department, Sandia National Laboratories, Albuquerque, New Mexico 87185
jwatson@sandia.gov,
Roger J-B Wets
Department of Mathematics, University of California, Davis, Davis, California 95616
rjbwets@ucdavis.edu,
David L. Woodruff
Graduate School of Management, University of California, Davis, Davis, California 95616
dlwoodruff@ucdavis.edu,
Permalink: http://dx.doi.org/10.1287/ijoc.1090.0372
Received: November 1, 2008
Accepted: November 1, 2009
Published Online: March 11, 2010
Page Range: 543 - 554