Optimization under Rare Chance Constraints (Q5081097)

scientific article; zbMATH DE number 7535631

Language	Label	Description	Also known as
English	Optimization under Rare Chance Constraints	scientific article; zbMATH DE number 7535631

Statements

instance of

scholarly article

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title

Optimization under Rare Chance Constraints (English)

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SIAM Journal on Optimization

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publication date

1 June 2022

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full work available at URL

https://arxiv.org/abs/2011.06052

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zbMATH Keywords

chance constraints

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extreme events

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large deviation theory

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bilevel optimization

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describes a project that uses

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MaRDI publication profile

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cites work

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Variational Analysis

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Identifiers

zbMATH Open document ID

1493.90116

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DOI

10.1137/20M1382490

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:5081097