A survey on probabilistically constrained optimization problems

DOI10.3934/NACO.2012.2.767MaRDI QIDQ1940960zbMATH OpenOpenAlexFDO

Authors Xiaodi Bai, Xiaoling Sun, X. J. Zheng

Publication date 11 March 2013

Published in Numerical Algebra, Control and Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.3934/naco.2012.2.767

zbMATH Keywords

stochastic programmingprobabilistic constraintsconvex approximation methodDC approachinteger programming approach

Mathematics Subject Classification ID

Nonconvex programming, global optimization (90C26) Stochastic programming (90C15)

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• Optimization models with probabilistic constraints
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• A survey on the probabilistically constrained optimization problem
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• Advances and applications of chance-constrained approaches to systems optimisation under uncertainty
• Pattern-based modeling and solution of probabilistically constrained optimization problems

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