Output details
11 - Computer Science and Informatics
Imperial College London
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Output 0 of 0 in the submission
Article title
Global optimization of robust chance constrained problems
Type
D - Journal article
Title of journal
Journal of Global Optimization
Article number
-
Volume number
43
Issue number
2-3
First page of article
231
ISSN of journal
0925-5001
Year of publication
2009
URL
-
Number of additional authors
2
Additional information
<13>This is the first work to develop an algorithm with convergence guarantees for robust chance constrained problems. Prior to this work only heuristic methods, or simple linear models were used. The results from this paper were applied to a real world problem from process systems engineering. The results of this paper formed the basis of a successful Marie Curie Career Integration Grant (FP7-PEOPLE-2012-CIG, Proposal #321698) awarded to the first author to extend the results from this paper to the case where the underlying stochastic processes have multiscale effects.
Interdisciplinary
-
Cross-referral requested
-
Research group
D - Quantitative Analysis and Decision Science
Citation count
1
Proposed double-weighted
No
Double-weighted statement
-
Reserve for a double-weighted output
No
Non-English
No
English abstract
-
