Klein Haneveld, Willem K.; Vlerk, Maarten H. van der - Faculteit Economie en Bedrijfskunde, Rijksuniversiteit … - 2002
We consider integrated chance constraints (ICC), which provide quantitative alternatives for traditional chance constraints.We derive explicit polyhedral descriptions for the convex feasible sets induced by ICCs, for the case that the underlying distribution is discrete. Based on these reduced...