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Solving joint chance constrained problems using regularization and Benders’ decomposition

  1. 1.
    SYSNO0501589
    TitleSolving joint chance constrained problems using regularization and Benders’ decomposition
    Author(s) Adam, Lukáš (UTIA-B) [MTR]
    Branda, Martin (UTIA-B) [MTR] RID, ORCID
    Heitsch, H. (DE)
    Henrion, R. (DE)
    Source Title Annals of Operations Research. Roč. 292, č. 2 (2020), s. 683-709. - : Springer
    Document TypeČlánek v odborném periodiku
    Grant GA18-04145S GA ČR - Czech Science Foundation (CSF), CZ - Czech Republic
    GA18-05631S, CZ - Czech Republic
    Institutional supportUTIA-B - RVO:67985556
    Languageeng
    CountryUS
    Keywords Stochastic programming * Chance constrained programming * Optimality conditions * Regularization * Benders' decomposition * Gas networks
    Cooperating institutions Southern University of Science and Technology (China)
    Univerzita Karlova v Praze (Czech Republic)
    Weierstraß-Institut für Angewandte Analysis und Stochastik (Germany)
    URL http://library.utia.cas.cz/separaty/2019/MTR/adam-0501589.pdf https://link.springer.com/article/10.1007/s10479-018-3091-9
    Permanent Linkhttp://hdl.handle.net/11104/0294165
     
Number of the records: 1  

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