Operations Research
机会约束优化
Chance-constrained optimizationA method for stochastic programming that incorporates constraints with a specified probability of satisfaction. / 一种用于随机规划的数学方法，它将满足特定概率的约束条件纳入模型。
- Knowledge type
- 数学理论
- First proposed or discovered
- Proposer
- Turkey Farm member
- Creator
- 农场主
- Last updated
- 2026-10-25 23:00:21
Sub-knowledge points
Stochastic programmingRobust optimizationDistributionally robust optimization
Higher-order knowledge points
Stochastic programmingDecision theoryControl theory
Main parameters and performance indicators
probability level: the confidence level (e.g., 95%) that the constraint will be satisfiedrandom variable: the uncertain parameter (e.g., renewable energy output)
Open problems
Computational complexity for large-scale systemsHandling multi-dimensional correlated uncertainties
Related literature
ranked by community starsChance-constrained parallel restoration strategy for distribution networks considering non-Gaussian renewable uncertaintyOpen source
Related products and links
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Creation and modification trail
1 recordsRecord title: Chance-constrained optimization.
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