Abstract
In this chapter we discuss some differences as well as similarities between chance-constrained and recourse models. Mixing the ideas of both model types, the concept of integrated chance constraints is introduced.
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References
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Klein Haneveld, W.K., van der Vlerk, M.H., Romeijnders, W. (2020). Integrated Chance Constraints. In: Stochastic Programming. Graduate Texts in Operations Research. Springer, Cham. https://doi.org/10.1007/978-3-030-29219-5_6
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DOI: https://doi.org/10.1007/978-3-030-29219-5_6
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