A mixed-integer stochastic nonlinear optimization problem with joint probabilistic constraints (PJO)
Volume 10
Number 1
pp. 5-20

A mixed-integer stochastic nonlinear optimization problem with joint probabilistic constraints
T. Arnold, R. Henrion, A. Möller and S. Vigerske

Key words Mathematices Subject Classification
stochastic optimization, probabilistic constraints, mixed-integer nonlinear programming, power management 90B05, 90C15, 90C10

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