TY - GEN A1 - Andrieu, Laetitia A1 - Henrion, Rene A1 - Römisch, Werner T1 - A model for dynamic chance constraints in hydro power reservoir management N2 - In this paper, a model for (joint) dynamic chance constraints is proposed and applied to an optimization problem in water reservoir management. The model relies on discretization of the decision variables but keeps the probability distribution continuous. Our approach relies on calculating probabilities of rectangles which is particularly useful in the presence of independent random variables but works for a moderate number of stages equally well in case of correlated variables. Numerical results are provided for two and three stages. KW - dynamic chance constraints KW - probabilistic constraints KW - multistage KW - water reservoir management Y1 - 2009 UR - https://opus4.kobv.de/opus4-matheon/frontdoor/index/index/docId/541 UR - https://nbn-resolving.org/urn:nbn:de:0296-matheon-5417 ER -