Numerical solution technique for joint chance-constrained programming problem —An application to electric power capacity expansion

DOI10.1016/S0453-4514(99)80010-6zbMath0998.90076OpenAlexW1990816432MaRDI QIDQ4538137

Takayuki Shiina

Publication date: 11 July 2002

Published in: Journal of the Operations Research Society of Japan (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0453-4514(99)80010-6

zbMATH Keywords

numerical integrationdirect methodjoint chance-constrained linear programming

Mathematics Subject Classification ID

Applications of mathematical programming (90C90) Nonlinear programming (90C30)

Related Items (6)

ALSO-X and ALSO-X+: Better Convex Approximations for Chance Constrained Programs ⋮ Relaxations and approximations of chance constraints under finite distributions ⋮ Multistage stochastic programming model for electric power capacity expansion problem ⋮ Large-scale unit commitment under uncertainty: an updated literature survey ⋮ Minimizing an indefinite quadratic function subject to a single indefinite quadratic constraint ⋮ Large-scale unit commitment under uncertainty

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