{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2025,3,24]],"date-time":"2025-03-24T07:23:39Z","timestamp":1742801019746},"reference-count":28,"publisher":"Springer Science and Business Media LLC","issue":"3","license":[{"start":{"date-parts":[[2013,4,24]],"date-time":"2013-04-24T00:00:00Z","timestamp":1366761600000},"content-version":"tdm","delay-in-days":0,"URL":"http:\/\/www.springer.com\/tdm"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["Optim Lett"],"published-print":{"date-parts":[[2014,3]]},"DOI":"10.1007\/s11590-013-0642-5","type":"journal-article","created":{"date-parts":[[2013,4,23]],"date-time":"2013-04-23T08:45:50Z","timestamp":1366706750000},"page":"861-875","source":"Crossref","is-referenced-by-count":9,"title":["Sample approximation technique for mixed-integer stochastic programming problems with expected value constraints"],"prefix":"10.1007","volume":"8","author":[{"given":"Martin","family":"Branda","sequence":"first","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"297","published-online":{"date-parts":[[2013,4,24]]},"reference":[{"key":"642_CR1","unstructured":"Branda, M.: Local stability and differentiability of the conditional value at risk defined on the mixed-integer loss functions. Kybernetika 46(3), 362\u2013373 (2010a)"},{"key":"642_CR2","unstructured":"Branda, M.: Solving real-life portfolio problem using stochastic programming and Monte-Carlo techniques. In: Houda, M., Friebelov\u00e1, J. (eds.) Proceedings of Mathematical Methods in Economics 2010. University of South Bohemia, \u010cesk\u00e9 Bud\u011bjovice (2010b)"},{"key":"642_CR3","unstructured":"Branda, M.: Chance constrained problems: penalty reformulation and performance of sample approximation technique. Kybernetika 48(1), 105\u2013122 (2012a)"},{"key":"642_CR4","doi-asserted-by":"crossref","unstructured":"Branda, M.: Sample approximation technique for mixed-integer stochastic programming problems with several chance constraints. Oper. Res. Lett. 40(3), 207\u2013211 (2012b)","DOI":"10.1016\/j.orl.2012.01.002"},{"key":"642_CR5","doi-asserted-by":"crossref","unstructured":"Branda, M.: Stochastic programming problems with generalized integrated chance constraints. Optimization 61(8), 949\u2013968 (2012c)","DOI":"10.1080\/02331934.2011.587007"},{"key":"642_CR6","doi-asserted-by":"crossref","unstructured":"Branda, M.: Diversification-consistent data envelopment analysis with general deviation measures. Eur. J. Oper. Res. 226(3), 626\u2013635 (2013a)","DOI":"10.1016\/j.ejor.2012.11.007"},{"key":"642_CR7","doi-asserted-by":"crossref","unstructured":"Branda, M.: On relations between chance constrained and penalty function problems under discrete distributions. Math. Methods Oper. Res. (2013b). doi: 10.1007\/s00186-013-0428-7 (to appear)","DOI":"10.1007\/s00186-013-0428-7"},{"issue":"1","key":"642_CR8","doi-asserted-by":"crossref","first-page":"3","DOI":"10.1007\/s10479-010-0811-1","volume":"193","author":"M Branda","year":"2012","unstructured":"Branda, M., Dupa\u010dov\u00e1, J.: Approximations and contamination bounds for probabilistic programs. Ann. Oper. Res. 193(1), 3\u201319 (2012)","journal-title":"Ann. Oper. Res."},{"key":"642_CR9","doi-asserted-by":"crossref","first-page":"489","DOI":"10.1023\/A:1004649211111","volume":"106","author":"L Dai","year":"2000","unstructured":"Dai, L., Chen, C.H., Birge, J.R.: Convergence properties of two stage stochastic programming. J. Optim. Theory Appl. 106, 489\u2013509 (2000)","journal-title":"J. Optim. Theory Appl."},{"key":"642_CR10","doi-asserted-by":"crossref","DOI":"10.1007\/978-3-642-03311-7","volume-title":"Large Deviations Techniques and Applications","author":"A Dembo","year":"2010","unstructured":"Dembo, A., Zeitouni, O.: Large Deviations Techniques and Applications. Springer, Berlin (2010)"},{"key":"642_CR11","doi-asserted-by":"crossref","first-page":"548","DOI":"10.1137\/S1052623402420528","volume":"14","author":"D Dentcheva","year":"2003","unstructured":"Dentcheva, D., Ruszczyski, A.: Optimization with stochastic dominance constraints. SIAM J. Optim. 14, 548\u2013566 (2003)","journal-title":"SIAM J. Optim."},{"key":"642_CR12","doi-asserted-by":"crossref","first-page":"203","DOI":"10.1007\/s11009-010-9200-0","volume":"14","author":"SS Drew","year":"2012","unstructured":"Drew, S.S., Homem-de-Mello, T.: Some large deviations results for Latin hypercube sampling. Methodol. Comput. Appl. Probab. 14, 203\u2013232 (2012)","journal-title":"Methodol. Comput. Appl. Probab."},{"issue":"1","key":"642_CR13","doi-asserted-by":"crossref","first-page":"55","DOI":"10.1007\/s10479-010-0824-9","volume":"200","author":"J Dupa\u010dov\u00e1","year":"2012","unstructured":"Dupa\u010dov\u00e1, J., Kopa, M.: Robustness in stochastic programs with risk constraints. Ann. Oper. Res. 200(1), 55\u201374 (2012)","journal-title":"Ann. Oper. Res."},{"key":"642_CR14","doi-asserted-by":"crossref","first-page":"524","DOI":"10.1137\/060657418","volume":"19","author":"T Homem-de-Mello","year":"2008","unstructured":"Homem-de-Mello, T.: On rates of convergence for stochastic optimization problems under non-independent and identically distributed sampling. SIAM J. Optim. 19, 524\u2013551 (2008)","journal-title":"SIAM J. Optim."},{"key":"642_CR15","doi-asserted-by":"crossref","unstructured":"Klein Haneveld, W.K.: Duality in stochastic linear and dynamic programming. Lecture Notes in economics and mathematical systems, vol. 274. Springer, Berlin (1986)","DOI":"10.1007\/978-3-642-51697-9"},{"issue":"4","key":"642_CR16","doi-asserted-by":"crossref","first-page":"245","DOI":"10.1007\/s10287-005-0007-3","volume":"3","author":"WK Klein Haneveld","year":"2006","unstructured":"Klein Haneveld, W.K., van der Vlerk, M.: Integrated chance constraints: reduced forms and an algorithm. Comput. Manag. Sci 3(4), 245\u2013269 (2006)","journal-title":"Comput. Manag. Sci"},{"issue":"2","key":"642_CR17","first-page":"243","volume":"44","author":"M Kopa","year":"2008","unstructured":"Kopa, M., Chovanec, P.: A second-order stochastic dominance portfolio efficiency measure. Kybernetika 44(2), 243\u2013258 (2008)","journal-title":"Kybernetika"},{"issue":"3","key":"642_CR18","first-page":"513","volume":"46","author":"P Lachout","year":"2010","unstructured":"Lachout, P.: Approximative solutions of stochastic optimization problems. Kybernetika 46(3), 513\u2013523 (2010)","journal-title":"Kybernetika"},{"key":"642_CR19","doi-asserted-by":"crossref","first-page":"674","DOI":"10.1137\/070702928","volume":"19","author":"J Luedtke","year":"2008","unstructured":"Luedtke, J., Ahmed, S.: A sample approximation approach for optimization with probabilistic constraints. SIAM J. Optim. 19, 674\u2013699 (2008)","journal-title":"SIAM J. Optim."},{"issue":"2","key":"642_CR20","doi-asserted-by":"crossref","first-page":"376","DOI":"10.1016\/j.ejor.2011.07.044","volume":"216","author":"R Meskarian","year":"2012","unstructured":"Meskarian, R., Xu, H., Fliege, J.: Numerical methods for stochastic programs with second order dominance constraints with applications to portfolio optimization. Eur. J. Oper. Res. 216(2), 376\u2013385 (2012)","journal-title":"Eur. J. Oper. Res."},{"key":"642_CR21","doi-asserted-by":"crossref","first-page":"399","DOI":"10.1007\/s10957-009-9523-6","volume":"142","author":"B Pagnoncelli","year":"2009","unstructured":"Pagnoncelli, B., Ahmed, S., Shapiro, A.: Sample average approximation method for chance constrained programming: theory and applications. J. Optim. Theory Appl. 142, 399\u2013416 (2009)","journal-title":"J. Optim. Theory Appl."},{"key":"642_CR22","doi-asserted-by":"crossref","first-page":"272","DOI":"10.1007\/978-1-4757-3150-7_15","volume-title":"Probabilistic Constrained Optimization","author":"G Pflug","year":"2000","unstructured":"Pflug, G.: Some remarks on the value-at-risk and the conditional value-at-risk. In: Uryasev, S.P. (ed.) Probabilistic Constrained Optimization, pp. 272\u2013281. Kluwer, Dordrecht (2000)"},{"key":"642_CR23","doi-asserted-by":"crossref","first-page":"21","DOI":"10.21314\/JOR.2000.038","volume":"2","author":"RT Rockafellar","year":"2000","unstructured":"Rockafellar, R.T., Uryasev, S.: Optimization of conditional value-at-risk. J. Risk 2, 21\u201341 (2000)","journal-title":"J. Risk"},{"key":"642_CR24","doi-asserted-by":"crossref","first-page":"1443","DOI":"10.1016\/S0378-4266(02)00271-6","volume":"26","author":"RT Rockafellar","year":"2002","unstructured":"Rockafellar, R.T., Uryasev, S.: Conditional value-at-risk for general loss distributions. J. Banking Finance 26, 1443\u20131471 (2002)","journal-title":"J. Banking Finance"},{"key":"642_CR25","volume-title":"Variational Analysis","author":"RT Rockafellar","year":"2004","unstructured":"Rockafellar, R.T., Wets, R.: Variational Analysis, 2nd edn. Springer, Berlin (2004)","edition":"2"},{"key":"642_CR26","doi-asserted-by":"crossref","first-page":"353","DOI":"10.1016\/S0927-0507(03)10006-0","volume-title":"Stochastic Programming, Handbook in OR & MS","author":"A Shapiro","year":"2003","unstructured":"Shapiro, A.: Monte Carlo sampling methods. In: Ruszczynski, A., Shapiro, A. (eds.) Stochastic Programming, Handbook in OR & MS, vol. 10, pp. 353\u2013426. Elsevier, Amsterdam (2003)"},{"key":"642_CR27","doi-asserted-by":"crossref","first-page":"692","DOI":"10.1016\/j.jmaa.2010.03.021","volume":"368","author":"H Xu","year":"2010","unstructured":"Xu, H.: Uniform exponential convergence of sample average random functions under general sampling with applications in stochastic programming. J. Math. Anal. Appl. 368, 692\u2013710 (2010)","journal-title":"J. Math. Anal. Appl."},{"key":"642_CR28","doi-asserted-by":"crossref","first-page":"515","DOI":"10.1016\/j.orl.2008.05.003","volume":"36","author":"W Wang","year":"2008","unstructured":"Wang, W., Ahmed, S.: Sample average approximation of expected value constrained stochastic programs. Oper. Res. Lett. 36, 515\u2013519 (2008)","journal-title":"Oper. Res. Lett."}],"container-title":["Optimization Letters"],"original-title":[],"language":"en","link":[{"URL":"http:\/\/link.springer.com\/content\/pdf\/10.1007\/s11590-013-0642-5.pdf","content-type":"application\/pdf","content-version":"vor","intended-application":"text-mining"},{"URL":"http:\/\/link.springer.com\/article\/10.1007\/s11590-013-0642-5\/fulltext.html","content-type":"text\/html","content-version":"vor","intended-application":"text-mining"},{"URL":"http:\/\/link.springer.com\/content\/pdf\/10.1007\/s11590-013-0642-5","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2019,6,1]],"date-time":"2019-06-01T17:11:36Z","timestamp":1559409096000},"score":1,"resource":{"primary":{"URL":"http:\/\/link.springer.com\/10.1007\/s11590-013-0642-5"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2013,4,24]]},"references-count":28,"journal-issue":{"issue":"3","published-print":{"date-parts":[[2014,3]]}},"alternative-id":["642"],"URL":"https:\/\/doi.org\/10.1007\/s11590-013-0642-5","relation":{},"ISSN":["1862-4472","1862-4480"],"issn-type":[{"value":"1862-4472","type":"print"},{"value":"1862-4480","type":"electronic"}],"subject":[],"published":{"date-parts":[[2013,4,24]]}}}