Probabilistic constraints via SQP solver : application to a renewable energy management problem
Year of publication: |
2015
|
---|---|
Authors: | Bremer, Ingo ; Henrion, René ; Möller, Andris |
Published in: |
Computational Management Science : CMS. - Berlin : Springer, ISSN 1619-697X, ZDB-ID 2136735-8. - Vol. 12.2015, 3, p. 435-459
|
Subject: | Probabilistic constraints | Renewable energies | Multivariate Gaussian probability | SQP with low precision data | Wahrscheinlichkeitsrechnung | Probability theory | Erneuerbare Energie | Renewable energy | Theorie | Theory |
-
Yoda, Kunikazu, (2016)
-
Elçi, Özgün, (2018)
-
Probabilistic optimization via approximate p-efficient points and bundle methods
Ackooij, Wim van, (2017)
- More ...
-
On probalistic constraints included by rectangular sets and multivariate normal distributions
Ackooij, Wim van, (2010)
-
A gradient formula for linear chance constraints under Gaussian distribution
Henrion, René, (2012)
-
On joint probabilistic constraints with Gaussian coefficient matrix
Ackooij, Wim van, (2011)
- More ...