On the algorithmic solution of optimization problems subject to probabilistic/robust (probust) constraints
Year of publication: |
2022
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Authors: | Berthold, Holger ; Heitsch, Holger ; Henrion, René ; Schwientek, Jan |
Published in: |
Mathematical methods of operations research : ZOR. - Berlin : Springer, ISSN 1432-5217, ZDB-ID 1459420-1. - Vol. 96.2022, 1, p. 1-37
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Subject: | Adaptive discretization | Bilevel optimization | Chance constraints | Probabilistic constraints | Probust constraints | Reservoir management | Semi-infinite optimization | Theorie | Theory | Mathematische Optimierung | Mathematical programming | Algorithmus | Algorithm | Dynamische Optimierung | Dynamic programming |
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