Dennis Adelhütte, Denis Aßmann, Tatiana Gonzàlez Grandòn, Martin Gugat, Holger Heitsch, Frauke Liers, René Henrion, Sabrina Nitsche, Rüdiger Schultz, Michael Stingl, David Wintergerst
- Optimization tasks under uncertain conditions abound in many
real-life applications. Whereas solution approaches for probabilistic constraints
are often developed in case the uncertainties can be assumed to follow a
certain probability distribution, robust approaches are usually used in case
solutions are sought that are feasible for all realizations of uncertainties within
some pre-defined uncertainty set. As many applications contain different types
of uncertainties that require robust as well as probabilistic treatments, we deal with a class of joint probabilistic/robust constraints as its appears in
optimization problems under uncertainty. Focusing on complex uncertain gas
network optimization problems, we show the relevance of this class of problems
for the task of maximizing free booked capacities in an algebraic model for a
stationary gas network. We furthermore present approaches for their solution.
Finally, we study the problem of controlling a transient system that is governed
by the wave equation. The task consists in determining controls such that a
certain robustness measure remains below some given upper bound, with high
probability.