The vast majority of stochastic optimization problems require the approximation of the underlying probability measure, e.g., by sampling or using observations. It is therefore crucial to understand the dependence of the optimal value and optimal solutions on these approximations as the sample...

In this paper, a model for (joint) dynamic chance constraints is proposed and applied to an optimization problem in water reservoir management. The model relies on discretization of the decision variables but keeps the probability distribution continuous. Our approach relies on calculating...