\(\alpha \)-conservative approximation for probabilistically constrained convex programs (Q969716): Difference between revisions

From MaRDI portal
Set OpenAlex properties.
ReferenceBot (talk | contribs)
Changed an Item
 
Property / cites work
 
Property / cites work: Coherent Measures of Risk / rank
 
Normal rank
Property / cites work
 
Property / cites work: A mixed integer linear programming formulation of the optimal mean/Value-at-Risk portfolio problem / rank
 
Normal rank
Property / cites work
 
Property / cites work: Robust solutions of linear programming problems contaminated with uncertain data / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Price of Robustness / rank
 
Normal rank
Property / cites work
 
Property / cites work: Uncertain convex programs: randomized solutions and confidence levels / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5201293 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Worst-Case Value-At-Risk and Robust Portfolio Optimization: A Conic Programming Approach / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimization on low rank nonconvex structures / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4782132 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Chance Constrained Programming with Joint Constraints / rank
 
Normal rank
Property / cites work
 
Property / cites work: Incorporating Asymmetric Distributional Information in Robust Value-at-Risk Optimization / rank
 
Normal rank
Property / cites work
 
Property / cites work: Convex Approximations of Chance Constrained Programs / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the global minimization of the value-at-risk / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q2752040 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Convex analysis and global optimization / rank
 
Normal rank

Latest revision as of 20:03, 2 July 2024

scientific article
Language Label Description Also known as
English
\(\alpha \)-conservative approximation for probabilistically constrained convex programs
scientific article

    Statements

    \(\alpha \)-conservative approximation for probabilistically constrained convex programs (English)
    0 references
    0 references
    0 references
    7 May 2010
    0 references
    0 references
    chance constraint
    0 references
    D.C. optimization
    0 references
    branch-and-bound
    0 references
    value-at-risk minimization
    0 references
    0 references