Optimizing financial and physical assets with chance-constrained programming in the electrical industry

DOI10.1007/S11081-010-9113-3MaRDI QIDQ535690zbMATH OpenOpenAlexFDO

Authors Riadh Zorgati, Wim van Ackooij

Publication date 13 May 2011

Published in Optimization and Engineering (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11081-010-9113-3

zbMATH Keywords

chance-constrained programminghedgingunit commitment

Mathematics Subject Classification ID

Applications of mathematical programming (90C90) Combinatorial optimization (90C27) Portfolio theory (91G10) One- and multidimensional scaling in the social and behavioral sciences (91C15) Production models (90B30)

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Cites work

• scientific article; zbMATH DE number 686906 (Why is no real title available?)
• A robust approach to the chance-constrained knapsack problem
• Chance Constraints and Normal Deviates
• Chance-constrained programming
• Deterministic Equivalents for Optimizing and Satisficing under Chance Constraints
• Optimization of Convex Risk Functions
• Scenario approximations of chance constraints
• Selected topics in robust convex optimization
• Successive linearization methods for large-scale nonlinear programming problems

Cited in

(7)

• Bounds for probabilistic programming with application to a blend planning problem
• Large-scale unit commitment under uncertainty: an updated literature survey
• Large-scale unit commitment under uncertainty
• On joint probabilistic constraints with Gaussian coefficient matrix
• Second order conic approximation for disassembly line design with joint probabilistic constraints
• Joint chance constrained programming for hydro reservoir management
• Numerical solution technique for joint chance-constrained programming problem —An application to electric power capacity expansion

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