Advances and applications of chance-constrained approaches to systems optimisation under uncertainty
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DOI: 10.1080/00207721.2012.670310
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Cited by:
- Maximilien Germain & Huyên Pham & Xavier Warin, 2022. "A level-set approach to the control of state-constrained McKean-Vlasov equations: application to renewable energy storage and portfolio selection," Post-Print hal-03498263, HAL.
- Erfan Mohagheghi & Mansour Alramlawi & Aouss Gabash & Pu Li, 2018. "A Survey of Real-Time Optimal Power Flow," Energies, MDPI, vol. 11(11), pages 1-20, November.
- Miguel A. Lejeune & François Margot, 2016. "Solving Chance-Constrained Optimization Problems with Stochastic Quadratic Inequalities," Operations Research, INFORMS, vol. 64(4), pages 939-957, August.
- Zhang, Juntao & Cheng, Chuntian & Yu, Shen & Su, Huaying, 2022. "Chance-constrained co-optimization for day-ahead generation and reserve scheduling of cascade hydropower–variable renewable energy hybrid systems," Applied Energy, Elsevier, vol. 324(C).
- Maximilien Germain & Huy^en Pham & Xavier Warin, 2021. "A level-set approach to the control of state-constrained McKean-Vlasov equations: application to renewable energy storage and portfolio selection," Papers 2112.11059, arXiv.org, revised Nov 2022.
- Maximilien Germain & Huyên Pham & Xavier Warin, 2021. "A level-set approach to the control of state-constrained McKean-Vlasov equations: application to renewable energy storage and portfolio selection," Working Papers hal-03498263, HAL.
- Patrizia Beraldi & Antonio Violi & Maria Elena Bruni & Gianluca Carrozzino, 2017. "A Probabilistically Constrained Approach for the Energy Procurement Problem," Energies, MDPI, vol. 10(12), pages 1-17, December.
- Liu, Benxi & Cheng, Chuntian & Wang, Sen & Liao, Shengli & Chau, Kwok-Wing & Wu, Xinyu & Li, Weidong, 2018. "Parallel chance-constrained dynamic programming for cascade hydropower system operation," Energy, Elsevier, vol. 165(PA), pages 752-767.
- Balata, Alessandro & Ludkovski, Michael & Maheshwari, Aditya & Palczewski, Jan, 2021. "Statistical learning for probability-constrained stochastic optimal control," European Journal of Operational Research, Elsevier, vol. 290(2), pages 640-656.
- Fontem, Belleh & Smith, Jeremiah, 2019. "Analysis of a chance-constrained new product risk model with multiple customer classes," European Journal of Operational Research, Elsevier, vol. 272(3), pages 999-1016.
- Alessandro Balata & Michael Ludkovski & Aditya Maheshwari & Jan Palczewski, 2019. "Statistical Learning for Probability-Constrained Stochastic Optimal Control," Papers 1905.00107, arXiv.org, revised Aug 2020.
- Peng, Shen & Maggioni, Francesca & Lisser, Abdel, 2022. "Bounds for probabilistic programming with application to a blend planning problem," European Journal of Operational Research, Elsevier, vol. 297(3), pages 964-976.
- Roland Braune & Walter J. Gutjahr & Petra Vogl, 2022. "Stochastic radiotherapy appointment scheduling," Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, vol. 30(4), pages 1239-1277, December.
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