| Article ID: | iaor20123357 |
| Volume: | 40 |
| Issue: | 3 |
| Start Page Number: | 153 |
| End Page Number: | 158 |
| Publication Date: | May 2012 |
| Journal: | Operations Research Letters |
| Authors: | Vielma J P, Ahmed S, Nemhauser G L |
| Keywords: | probability |
We introduce two new formulations for probabilistic constraints based on extended disjunctive formulations. Their strength results from considering multiple rows of the probabilistic constraints together. The properties of the first can be used to construct hierarchies of relaxations for probabilistic constraints, while the second provides computational advantages over other formulations.