نتایج جستجو برای: discrete chance constraint
تعداد نتایج: 271485 فیلتر نتایج به سال:
this paper deals with the problem of forbidden states in discrete event systems modeled by petri net. to avoid the forbidden states, some constraints which are called generalized mutual exclusion constraints can be assigned to them. enforcing these constraints on the system can be performed using control places. however, when the number of these constraints is large, a large number of control p...
Convergence analysis for optimization problems with chance constraints concerns impact of variation of probability measure in the chance constraints on the optimal value and the optimal solutions and research on this topic has been well documented in the literature of stochastic programming. In this paper, we extend such analysis to optimization problems with distributionally robust chance cons...
Chance constrained problems: penalty reformulation and performance of sample approximation technique
We explore reformulation of nonlinear stochastic programs with several joint chance constraints by stochastic programs with suitably chosen penalty-type objectives. We show that the two problems are asymptotically equivalent. Simpler cases with one chance constraint and particular penalty functions were studied in [6, 11]. The obtained problems with penalties and with a fixed set of feasible so...
Abstract We consider an n -player non-cooperative game where the payoff function of each player follows a multivariate distribution. This formulation is adopted to model zonal electricity market in which generators operate by running conventional and renewable-based plants. The players compete as Cournot model. formulate this problem chance-constrained defining using chance constraint. A full e...
Autonomous systems operate in environments that can be observed only through noisy measurements. Thus, controllers should compute actions based on their beliefs about the surroundings. In these settings, we design a Model Predictive Controller (MPC) continuous-state Linear Time-Invariant (LTI) system model operating discrete-state environment described by Hidden Markov (HMM). Environment constr...
Capacity uncertainty is a common issue in the transportation planning field. However, few studies discuss the intermodal routing problem with service capacity uncertainty. Based on our previous study on the intermodal routing under deterministic capacity consideration, we systematically explore how service capacity uncertainty influences the intermodal routing decision. First of all, we adopt t...
The performance of human resources is affected by various factors such as mental and physical fatigue, skill, and available time in the production systems. Generally, these mentioned factors have effects on human reliability and consequently change the reliability of production systems. Fatigue is a stochastic factor that changes according to other factors such as environmental conditions, work...
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