Abstract
As has been indicated in Chap. 1, chance constraints arise as tools for modeling risk and risk aversion in random linear programs, interpreted as here-and-now decision problems. In this chapter we deal with the properties of these tools.
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Klein Haneveld, W.K., van der Vlerk, M.H., Romeijnders, W. (2020). Chance Constraints. In: Stochastic Programming. Graduate Texts in Operations Research. Springer, Cham. https://doi.org/10.1007/978-3-030-29219-5_5
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DOI: https://doi.org/10.1007/978-3-030-29219-5_5
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