Chance constraint programming problems with parameters as exponential random variable

DOI10.14708/MA.V49I1.7051MaRDI QIDQ5064471zbMATH OpenOpenAlexWikidataFDO

Authors Vaskar Sarkar

Publication date 16 March 2022

Published in Mathematica Applicanda (Search for Journal in Brave)

Full work available at URL https://doi.org/10.14708/ma.v49i1.7051

zbMATH Keywords

nonlinear programmingstochastic programmingchance constraint programmingexponential random variabledeterministic implicative reductionhypo exponential random variable

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Numerical methods based on nonlinear programming (49M37) Stochastic programming (90C15)

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Cited in

(1)

• Joint chance constrained programming with dependent parameters

Describes a project that uses

Uses Software

• Matlab

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