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An empirical quantile estimation approach for chance-constrained nonlinear optimization problems - MaRDI portal

An empirical quantile estimation approach for chance-constrained nonlinear optimization problems (Q6636810)

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scientific article; zbMATH DE number 7942688
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An empirical quantile estimation approach for chance-constrained nonlinear optimization problems
scientific article; zbMATH DE number 7942688

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    An empirical quantile estimation approach for chance-constrained nonlinear optimization problems (English)
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    12 November 2024
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    chance constraints
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    quantile constraints
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    empirical quantile process
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    finite-difference approximation
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    probabilistic augmented Lagrangian method
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