Optimizing financial and physical assets with chance-constrained programming in the electrical industry
DOI10.1007/S11081-010-9113-3zbMATH Open1218.90229OpenAlexW2021910146MaRDI QIDQ535690FDOQ535690
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
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Cites Work
- Chance-constrained programming
- Selected topics in robust convex optimization
- Chance Constraints and Normal Deviates
- Deterministic Equivalents for Optimizing and Satisficing under Chance Constraints
- A robust approach to the chance-constrained knapsack problem
- Optimization of Convex Risk Functions
- Scenario approximations of chance constraints
- Title not available (Why is that?)
- Successive linearization methods for large-scale nonlinear programming problems
Cited In (7)
- Large-scale unit commitment under uncertainty: an updated literature survey
- Second order conic approximation for disassembly line design with joint probabilistic constraints
- Large-scale unit commitment under uncertainty
- Joint chance constrained programming for hydro reservoir management
- Bounds for probabilistic programming with application to a blend planning problem
- On joint probabilistic constraints with Gaussian coefficient matrix
- Numerical solution technique for joint chance-constrained programming problem —An application to electric power capacity expansion
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