Chance constrained programming: Difference between revisions

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== Practical Applications ==
 
Chance constrained programming is used in engineering for process optimisation under uncertainty and production planning and in finance for for portfolio selection.<ref name=pu/> It has been applied to [[renewable energy]] integration,<ref>{{cite book |last1=Zhang |first1=Ning |last2=Kang |first2=Chongqing |last3=Du |first3=Ershun |last4=Wang |first4=Yi |title=Analytics and Optimization for Renewable Energy Integration |date=2019 |publisher=CRC Press |isbn=9780429847707 |page=180}}</ref> generating flight trajectory for [[UAV]]s,<ref>{{cite book |last1=Chai |first1=Runqi |title=Advanced Trajectory Optimization, Guidance and Control Strategies for Aerospace Vehicles |date=2023 |publisher=Springer Nature Singapore |isbn=9789819943111 |page=131}}</ref> and robotic space exploration.<ref>{{cite journal |last1=Ono |first1=Masahiro |last2=Pavone |first2=Marco |last3=Kuwata |first3=Yoshiaki |last4=Balaram |first4=J. |title=Chance-constrained dynamic programming with application to risk-aware robotic space exploration |journal=Autonomous Robots |date=2015 |volume=39 |pages=555-571 |doi=10.1007/s10514-015-9467-7}}</ref>
 
=== Process Optimization Under Uncertainty ===