Chance constraints with feedback and integrality (B04)

• Subject Area: Mathematics
• Term: since 2014
• Project identifier: Deutsche Forschungsgemeinschaft (DFG) - Project number 239904186

The goal of this project is to incorporate probabilistic or chance constraints into models of gas network optimization. This allows one to take risk averse optimal decisions in the presence of uncertain parameters such as gas load. Main applications are models with hierarchical structure (e.g. bilevel gas market models) or models with static or transient gas flow. These embedding structures lead to new challenges in the theoretical analysis (e.g. differentiability, convexity, existence of solutions) as well as in the algorithmic solution (e.g. probabilistic constraints with respect to infinite random inequality systems). A major aspect of the project’s research is the transition from static to dynamic chance constraints.

• DFG Programme: CRC/Transregios
• Subproject of: TRR 154: Mathematical modelling, simulation and optimization using the example of gas networks
• Applicant Institution: Friedrich-Alexander-Universität Erlangen-Nürnberg
• Project Head: Privatdozent Dr. René Henrion