New reformulations for probabilistically constrained quadratic programs (Q296982): Difference between revisions

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+A mixed integer linear programming formulation of the optimal mean/Value-at-Risk portfolio problem
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+An Exact Solution Approach for Portfolio Optimization Problems Under Stochastic and Integer Constraints
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+Augmented Lagrangian method for probabilistic optimization
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+Threshold Boolean form for joint probabilistic constraints with random technology matrix
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+Pattern-Based Modeling and Solution of Probabilistically Constrained Optimization Problems
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+An Efficient Trajectory Method for Probabilistic Production-Inventory-Distribution Problems
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+An integer programming approach for linear programs with probabilistic constraints
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+Q2724705
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+Probabilistic programming with discrete distributions and precedence constrained knapsack polyhedra
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+Lagrangian decomposition and mixed-integer quadratic programming reformulations for probabilistically constrained quadratic programs
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