Rectangular chance constrained geometric optimization
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Publication:779767
DOI10.1007/s11081-019-09460-3zbMath1447.90025OpenAlexW2968616957MaRDI QIDQ779767
Jia Liu, Shen Peng, Zhiping Chen, Abdel Lisser
Publication date: 14 July 2020
Published in: Optimization and Engineering (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11081-019-09460-3
variable transformationelliptical distributionspiecewise linear approximationjoint chance constraintjoint probabilistic constraintstochastic geometric optimization
Convex programming (90C25) Applications of mathematical programming (90C90) Stochastic programming (90C15)
Related Items (3)
Distributionally Robust Second-Order Stochastic Dominance Constrained Optimization with Wasserstein Ball ⋮ Geometric programming problems with triangular and trapezoidal twofold uncertainty distributions ⋮ Copula theory approach to stochastic geometric programming
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