نتایج جستجو برای: chance constraints

تعداد نتایج: 221566  

2003
Pu Li Moritz Wendt Harvey Arellano-Garcia Günter Wozny

We propose to use chance constrained programming for process optimization and control under uncertainty. The stochastic property of the uncertainties is included in the problem formulation. The output constraints are to be ensured with a predefined confidence level. The problem is then transformed to an equivalent deterministic NLP problem. The solution of the problem has the feature of predict...

Journal: :Journal of Optimization Theory and Applications 2022

We study an n-player game with random payoffs and continuous strategy sets. The payoff function of each player is defined by its expected value the set a joint chance constraint. constraint vectors defining are dependent follow elliptically symmetric distributions. Archimedean copula used to capture dependence among vectors. propose reformulation player. Under mild assumptions on players’ funct...

Journal: :Communications, Faculty Of Science, University of Ankara Series A1Mathematics and Statistics 1999

Journal: :Annals of Mathematics and Artificial Intelligence 2018

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