Nonlinear chance-constrained problems with applications to hydro scheduling
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Publication:2118083
DOI10.1007/S10107-019-01447-3zbMATH Open1489.90085OpenAlexW2984785540MaRDI QIDQ2118083FDOQ2118083
Authors: Andrea Lodi, Enrico Malaguti, Giacomo Nannicini, Dimitri Thomopulos 
Publication date: 22 March 2022
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/11585/763501
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Polyhedral combinatorics, branch-and-bound, branch-and-cut (90C57) Stochastic programming (90C15) Decomposition methods (49M27)
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Cited In (6)
- Special issue: topics in stochastic programming
- Enhanced branch-and-bound algorithm for chance constrained programs with Gaussian mixture models
- An empirical quantile estimation approach for chance-constrained nonlinear optimization problems
- Asymptotics of the optimal value of SAA with AMIS on minimax stochastic programs
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- A solution algorithm for chance-constrained problems with integer second-stage recourse decisions
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