Optimization under Rare Chance Constraints [PDF]
SIAM Journal on Optimization, 2020 Chance constraints provide a principled framework to mitigate the risk of high-impact extreme events by modifying the controllable properties of a system.
Shanyin Tong +2 more
semanticscholar +4 more sources
Energy and reserve dispatch with distributionally robust joint chance constraints
Operations Research Letters, 2021 We develop a two-stage stochastic program for energy and reserve dispatch of a joint power and gas system with a high penetration of renewables. Data-driven distributionally robust chance constraints ensure that there is no load shedding and renewable ...
Pierre Pinson +2 more
exaly +2 more sources
Optimal Power Procurement for Green Cellular Wireless Networks Under Uncertainty and Chance Constraints [PDF]
EntropyGiven the increasing global emphasis on sustainable energy usage and the rising energy demands of cellular wireless networks, this work seeks an optimal short-term, continuous-time power-procurement schedule to minimize operating expenditure and the ...
Nadhir Ben Rached +2 more
doaj +2 more sources
Games with distributionally robust joint chance constraints [PDF]
Optimization Letters, 2021 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Shen Peng +3 more
semanticscholar +3 more sources
Enhanced indexation via chance constraints [PDF]
Operational Research, 2020 The enhanced index tracking (EIT) represents a popular investment strategy designed to create a portfolio of assets that outperforms a benchmark, while bearing a limited additional risk.
P. Beraldi, M. Bruni
semanticscholar +3 more sources
Integrated Chance Constraints: Reduced Forms and an Algorithm [PDF]
Computational Management Science, 2006 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Willem K Klein Haneveld +2 more
exaly +7 more sources
Dynamic obstacle avoidance for Multi-rotor UAV using chance-constraints based on obstacle velocity
Robotics and Autonomous Systems, 2023 Satoshi Suzuki
exaly +2 more sources
Probabilistic Partial Set Covering with an Oracle for Chance Constraints
SIAM Journal on Optimization, 2019 We consider a class of chance-constrained combinatorial optimization problems, which we refer to as probabilistic partial set-covering (PPSC) problems.
Simge Küçükyavuz, Hao-Hsiang Wu
exaly +2 more sources
Computationally Efficient Covariance Steering for Systems Subject to Parametric Disturbances and Chance Constraints [PDF]
IEEE Conference on Decision and Control, 2023 This work investigates the finite-horizon optimal covariance steering problem for discrete-time linear systems subject to both additive and multiplicative uncertainties as well as state and input chance constraints.
Jacob W. Knaup, P. Tsiotras
semanticscholar +1 more source
3-Objective Pareto Optimization for Problems with Chance Constraints [PDF]
Annual Conference on Genetic and Evolutionary Computation, 2023 Evolutionary multi-objective algorithms have successfully been used in the context of Pareto optimization where a given constraint is relaxed into an additional objective.
Frank Neumann, C. Witt
semanticscholar +1 more source