Probabilistic constraints via SQP solver: application to a renewable energy management problem
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Publication:2355720
DOI10.1007/s10287-015-0228-zzbMath1317.90216OpenAlexW2057382113MaRDI QIDQ2355720
I. Bremer, Andris Möller, René Henrion
Publication date: 24 July 2015
Published in: Computational Management Science (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10287-015-0228-z
probabilistic constraintsrenewable energiesmultivariate Gaussian probabilitySQP with low precision data
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