activity
20152023
most citedOptimality conditions in control problems with random state constraints in probabilistic or almost-sure form

1 citations · 1 across the 1 of their papers we have counts for

collaborators
Showing 2016Show all

1 paper · 1 filter

math.OC2016

Joint dynamic probabilistic constraints with projected linear decision rules

Vincent Guigues, Rene Henrion

We consider multistage stochastic linear optimization problems combining joint dynamic probabilistic constraints with hard constraints. We develop a method for projecting decision…