Optimizing financial and physical assets with chance-constrained programming in the electrical industry
From MaRDI portal
Publication:535690
DOI10.1007/s11081-010-9113-3zbMath1218.90229MaRDI QIDQ535690
Wim van Ackooij, Riadh Zorgati
Publication date: 13 May 2011
Published in: Optimization and Engineering (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11081-010-9113-3
90C90: Applications of mathematical programming
90B30: Production models
90C27: Combinatorial optimization
91G10: Portfolio theory
91C15: One- and multidimensional scaling in the social and behavioral sciences
Related Items
Second order conic approximation for disassembly line design with joint probabilistic constraints, Large-scale unit commitment under uncertainty: an updated literature survey, Bounds for probabilistic programming with application to a blend planning problem, On joint probabilistic constraints with Gaussian coefficient matrix, Large-scale unit commitment under uncertainty, Joint chance constrained programming for hydro reservoir management
Cites Work
- Unnamed Item
- Unnamed Item
- A robust approach to the chance-constrained knapsack problem
- Selected topics in robust convex optimization
- Successive linearization methods for large-scale nonlinear programming problems
- Chance-Constrained Programming
- Optimization of Convex Risk Functions
- Chance Constraints and Normal Deviates
- Deterministic Equivalents for Optimizing and Satisficing under Chance Constraints