Enhanced branch-and-bound algorithm for chance constrained programs with Gaussian mixture models
Author:
Funder
National Natural Science Foundation of China
Publisher
Springer Science and Business Media LLC
Link
https://link.springer.com/content/pdf/10.1007/s10479-024-05947-0.pdf
Reference34 articles.
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2. Anis, H. T., & Kwon, R. H. (2022). Cardinality-constrained risk parity portfolios. European Journal of Operational Research, 302(1), 392–402. https://doi.org/10.1016/j.ejor.2021.12.045
3. Bhagat, K., Dai, C., Ye, S., et al. (2022). Stochastic energy management strategy of smart building microgrid with electric vehicles and wind-solar complementary power generation system. Journal of Electrical Engineering & Technology, 18(1), 147–166. https://doi.org/10.1007/s42835-022-01193-1
4. Bishop, C. M. (2006). Pattern recognition and machine learning. Springer.
5. Bremer, I., Henrion, R., & Möller, A. (2015). Probabilistic constraints via SQP solver: Application to a renewable energy management problem. Computational Management Science, 12(3), 435–459. https://doi.org/10.1007/s10287-015-0228-z
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