Optimization under Rare Chance Constraints
Work
Year: 2022
Type: article
Abstract: Chance constraints provide a principled framework to mitigate the risk of high-impact extreme events by modifying the controllable properties of a system. The low probability and rare occurrence of su... more
Source: SIAM Journal on Optimization
Institutions Courant Institute of Mathematical Sciences, New York University, Argonne National Laboratory
Cites: 54
Cited by: 15
Related to: 10
FWCI: 2.044
Citation percentile (by year/subfield): 99.97
Subfield: Statistics, Probability and Uncertainty
Field: Decision Sciences
Domain: Social Sciences
Open Access status: green
Grant IDS DMS 1723211, DEAC02-06CH11347