On the quantification of nomination feasibility in stationary gas networks with random load

DOI10.1007/s00186-016-0564-yzbMath1354.90031OpenAlexW2529781235MaRDI QIDQ343824

Claudia Gotzes, Holger Heitsch, Rüdiger Schultz, René Henrion

Publication date: 29 November 2016

Published in: Mathematical Methods of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00186-016-0564-y

zbMATH Keywords

Gaussian distributionMonte Carlo samplinguncertainty quantificationgas network capacitymathematical models for gas pipelinesnomination validationoptimization under stochastic uncertaintyspheric-radial decomposition

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Sensitivity, stability, parametric optimization (90C31) Stochastic programming (90C15) Stochastic network models in operations research (90B15)

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Cites Work

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• Computation of multivariate normal and \(t\) probabilities
• Analysis of loop methods for simulating gas networks
• Evaluating Gas Network Capacities
• Validation of nominations in gas network optimization: models, methods, and solutions
• QMC designs: Optimal order Quasi Monte Carlo integration schemes on the sphere
• Lectures on Stochastic Programming
• Gradient Formulae for Nonlinear Probabilistic Constraints with Gaussian and Gaussian-Like Distributions
• Subroutines for computing normal probabilities of sets -- computer experiences

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