Technical Report 2010-1 - math.wsu.edu
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Department of Mathematics Technical Report 2010-1 An extension of chance constrained optimization: Chance constrained second-order cone programming Baha’ M. Alzalg October 2010 Postal address: Department of Mathematics, Washington State University, Pullman, WA 99164-3113 Voice: 509-335-3926 • Fax: 509-335-1188 • Email: [email protected] • URL: http://www.sci.wsu.edu/math
Transcript of Technical Report 2010-1 - math.wsu.edu
Department of Mathematics
Technical Report 2010-1
An extension of chance constrained optimization:
Chance constrained second-order cone programming
Baha’ M. Alzalg
October 2010
Postal address: Department of Mathematics, Washington State University, Pullman, WA 99164-3113Voice: 509-335-3926 • Fax: 509-335-1188 • Email: [email protected] • URL: http://www.sci.wsu.edu/math
