Event-based optimization approach for solving stochastic decision problems with probabilistic constraint

DOI10.1007/S11590-019-01403-2zbMATH Open1466.90059OpenAlexW2915275200MaRDI QIDQ828677FDOQ828677

Authors: Xiaonong Lu, Zhanglin Peng, Qiang Zhang, Shan-Lin Yang 

Publication date: 5 May 2021

Published in: Optimization Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11590-019-01403-2

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zbMATH Keywords

riskpolicy iterationprobabilistic constraintLagrangian methodevent-based optimizationperformance gradient

Mathematics Subject Classification ID

Stochastic programming (90C15)

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Cited In (4)

• Policy gradient approach of event-based optimization and its online implementation
• Finding reliable solutions: event-driven probabilistic constraint programming
• A tutorial on event-based optimization -- a new optimization framework
• Integration of AI and OR Techniques in Constraint Programming for Combinatorial Optimization Problems

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