Scalable Heuristics for a Class of Chance-Constrained Stochastic Programs

@article{Watson2010ScalableHF,
  title={Scalable Heuristics for a Class of Chance-Constrained Stochastic Programs},
  author={Jean-Paul Watson and Roger J.-B. Wets and David L. Woodruff},
  journal={INFORMS Journal on Computing},
  year={2010},
  volume={22},
  pages={543-554}
}
Stochastic Programs Jean-Paul Watson Discrete Math and Complex Systems Department, Sandia National Laboratories, Albuquerque, NM 87185-1318, jwatson@sandia.gov Roger J-B Wets Department of Mathematics, University of California, Davis, Davis, CA 95616-8633, rjbwets@ucdavis.edu David L. Woodruff Graduate School of Management, University of California, Davis, Davis, CA 95616-8609, dlwoodruff@ucdavis.edu 

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