Chance-constrained control and pricing for natural gas networks using Julia/JuMP.
uncertainty
variance-reduction
conic-programs
natural-gas
conic-duality
chance-constraints
gas-pricing
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Updated
Oct 6, 2021 - Julia
Chance-constrained control and pricing for natural gas networks using Julia/JuMP.
PSTN risk-bounded / chance-constrained dynamic controllability
Code for our paper "On feasibility cuts for chance-constrained multicommodity network design problems".
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