ListarAnálisis Matemático, Estadística e Investigación Operativa y Matematica Aplicada - (AM) por tema "Optimización combinatoria"
Mostrando ítems 1-1 de 1
-
Tight and Compact Sample Average Approximation for Joint Chance-Constrained Problems with Applications to Optimal Power Flow.
(INFORMS, 2023-08-02)In this paper, we tackle the resolution of chance-constrained problems reformulated via sample average approximation. The resulting data-driven deterministic reformulation takes the form of a large-scale mixed-integer ...