Uncertainty Analysis for Data-Driven Chance-Constrained Optimization
نویسندگان
چکیده
منابع مشابه
Data-driven chance constrained stochastic program
Chance constrained programming is an effective and convenient approach to control riskin decision making under uncertainty. However, due to unknown probability distributions ofrandom parameters, the solution obtained from a chance constrained optimization problem canbe biased. In addition, instead of knowing the true distributions of random parameters, inpractice, only a series ...
متن کاملChance Constrained Batch Distillation Process Optimization under Uncertainty
Uncertainties may have a large impact on equipment decisions, plant operability, and economic analysis. Thus the consideration of uncertainties in optimization approaches is necessary for robust process design and operation. As a part of it, efficient chance constrained programming has become an important field of research in process systems engineering. In this work, a new approach is proposed...
متن کاملChance constrained programming approach to process optimization under uncertainty
Deterministic optimization approaches have been well developed and widely used in the process industry to accomplish off-line and on-line process optimization. The challenging task for the academic research currently is to address large-scale, complex optimization problems under various uncertainties. Therefore, investigations on the development of stochastic optimization approaches are necessi...
متن کاملSOME PROPERTIES FOR FUZZY CHANCE CONSTRAINED PROGRAMMING
Convexity theory and duality theory are important issues in math- ematical programming. Within the framework of credibility theory, this paper rst introduces the concept of convex fuzzy variables and some basic criteria. Furthermore, a convexity theorem for fuzzy chance constrained programming is proved by adding some convexity conditions on the objective and constraint functions. Finally,...
متن کاملDuality for Linear Chance-constrained Optimization Problems
In this paper we deal with linear chance-constrained optimization problems, a class of problems which naturally arise in practical applications in finance, engineering, transportation and scheduling, where decisions are made in presence of uncertainty. After giving the deterministic equivalent formulation of a linear chance-constrained optimization problem we construct a conjugate dual problem ...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Sustainability
سال: 2020
ISSN: 2071-1050
DOI: 10.3390/su12062450