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"Chance-constrained problems and rare events: an importance sampling approach."

Javiera Barrera et al. (2016)

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DOI: 10.1007/S10107-015-0942-X

access: closed

type: Journal Article

metadata version: 2020-11-03

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Javiera Barrera, Tito Homem-de-Mello, Eduardo Moreno, Bernardo K. Pagnoncelli, Gianpiero Canessa:
Chance-constrained problems and rare events: an importance sampling approach. Math. Program. 157(1): 153-189 (2016)

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