A Sampling-and-Discarding Approach to Chance-Constrained Optimization: Feasibility and Optimality

2010/10/14 by Marco C. Campi, M. C. Campi, Simone Garatti +1 · 406 citations
Decision Sciences · Engineering · Mathematics · #Algorithm #Artificial intelligence #Class (philosophy) #Computer science #Constrained optimization #Convex optimization #Function (biology) #Fuzzy Systems and Optimization #Mathematical optimization #Mathematics #Optimization and Mathematical Programming #Optimization problem #Regular polygon #Risk and Portfolio Optimization #Sample (material) #Sampling (signal processing) #Theory of computation

paper · doi:10.1007/s10957-010-9754-6

published in Journal of Optimization Theory and Applications 148(2), 257-280 (Springer Science+Business Media)

openalex publication_date 2010/10/14 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/26

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• Marco Claudio Campi [wikipedia]