Reference:
- Bracken, J, and McCormick, G P, Chapter 9. In Selected Applications of Nonlinear Programming. John Wiley and Sons, New York, 1968, pp. 94-100.
- Source: GAMS Model of chance.gms
from GAMS GLOBALlib Library
- Initial source: GAMS Model of chance.gms
from GAMS Model Library
Solution: