An empirical quantile estimation approach for chance-constrained nonlinear optimization problems (Q6636810)
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scientific article; zbMATH DE number 7942688
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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