Solving joint chance constrained problems using regularization and Benders' decomposition
Lukáš Adam, Martin Branda, Holger Heitsch, René Henrion
| Year of publication: |
2020
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|---|---|
| Authors: | Adam, Lukáš ; Branda, Martin ; Heitsch, Holger ; Henrion, René |
| Published in: |
Stochastic optimization: theory and applications. - New York, NY, USA : Springer. - 2020, p. 683-709
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| Subject: | Stochastic programming | Chance constrained programming | Optimality conditions | Regularization | Benders' decomposition | Gas networks | Mathematische Optimierung | Mathematical programming | Theorie | Theory | Dekompositionsverfahren | Decomposition method | Stochastischer Prozess | Stochastic process |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Other identifiers: | 10.1007/s10479-018-3091-9 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012290834