Quantile Formulation for Optimization Under a Qualitative Risk Constraint
Author:
Affiliation:
1. Hunter College CUNY,Computer Science,NY,10065
2. Hunter College CUNY,Mathematics and Statistics,NY,10065
3. Graduate Center CUNY,Computer Science,NY,10016
Publisher
IEEE
Link
http://xplorestaging.ieee.org/ielx7/9992315/9992317/09992955.pdf?arnumber=9992955
Reference21 articles.
1. Gradient-based simulation optimization under probability constraints
2. Solving Chance-Constrained Problems via a Smooth Sample-Based Nonlinear Approximation
3. Chance-Constrained Optimal Power Flow: Risk-Aware Network Control under Uncertainty
4. Towards an AC Optimal Power Flow Algorithm with Robust Feasibility Guarantees
5. Optimization of a continuous distillation process under random inflow rate
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