Chance constrained programming: Difference between revisions

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Chance Constrained Programming involves the use of [[probability]] and confidence levels to handle uncertainty in optimization problems. It distinguishes between single and joint chance constraints:
* '''Single Chance Constraints''': These constraints ensure that each individual constraint is satisfied with a certain probability.
* '''Joint Chance Constraints''': These constraints ensure that all constraints are satisfied simultaneously with a certain probability.<ref name=pu/>
 
== Mathematical Formulation ==