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Chance Constraints and Simulation

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Mar 25, 2021
10:50

This video presents a simulation-based method for handling chance constraints in mixed-integer linear programs with uncertainties in the parameters. The video is meant as a learning tool for the DTU course 42586 Decisions under uncertainty Spring 2. The video is the first of two for the 8th lecture of the course.

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Chance Constraints and Simulation | NatokHD