Abstract
In this article, we develop a new approximate method of solving optimization problems with joint chance constraints for the case when the uncertain parameters are independent random variables. We consider only chance constraints with left-hand-side uncertainty. Our method is based on the transformation of chance constraints into deterministic form. This permits the computationally intensive operation of calculating multiple integrals when solving joint chance-constrainted optimization problems to be avoided.
Full Text
Published Version
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a call