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Author | Title | Year | Publication | Volume | Pages |
---|---|---|---|---|---|
Barrera, J.; Homem-De-Mello, T.; Moreno, E.; Pagnoncelli, B.K.; Canessa, G. | Chance-constrained problems and rare events: an importance sampling approach | 2016 | Mathematical Programming | 157 | 153-189 |
Canessa, G.; Gallego, J.A.; Ntaimo, L.; Pagnoncelli, B.K. | An algorithm for binary linear chance-constrained problems using IIS | 2019 | Computational Optimization And Applications | 72 | 589-608 |