Data-driven chance constrained stochastic program (Q304243): Difference between revisions

@@ Property / cites work @@
+Convex relaxations of chance constrained optimization problems
+Normal rank
@@ Property / cites work @@
+Probabilistic Set Covering with Correlations
@@ Property / cites work: Probabilistic Set Covering with Correlations / rank @@
+Normal rank
@@ Property / cites work @@
+A branch and bound method for stochastic integer problems under probabilistic constraints
+Normal rank
@@ Property / cites work @@
+Introduction to Stochastic Programming
@@ Property / cites work: Introduction to Stochastic Programming / rank @@
+Normal rank
@@ Property / cites work @@
+Uncertain convex programs: randomized solutions and confidence levels
+Normal rank
@@ Property / cites work @@
+On distributionally robust chance-constrained linear programs
+Normal rank
@@ Property / cites work @@
+Deterministic Equivalents for Optimizing and Satisficing under Chance Constraints
+Normal rank
@@ Property / cites work @@
+From CVaR to Uncertainty Set: Implications in Joint Chance-Constrained Optimization
+Normal rank
@@ Property / cites work @@
+Q4023085
@@ Property / cites work: Q4023085 / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic volatility in asset prices. Estimation with simulated maximum likelihood
+Normal rank
@@ Property / cites work @@
+Q3336497
@@ Property / cites work: Q3336497 / rank @@
+Normal rank
@@ Property / cites work @@
+Worst-Case Value-At-Risk and Robust Portfolio Optimization: A Conic Programming Approach
+Normal rank
@@ Property / cites work @@
+Ambiguous chance constrained problems and robust optimization
+Normal rank
@@ Property / cites work @@
+On Choosing and Bounding Probability Metrics
@@ Property / cites work: On Choosing and Bounding Probability Metrics / rank @@
+Normal rank
@@ Property / cites work @@
+Convexity of chance constraints with independent random variables
+Normal rank
@@ Property / cites work @@
+Q4309474
@@ Property / cites work: Q4309474 / rank @@
+Normal rank
@@ Property / cites work @@
+On mixing sets arising in chance-constrained programming
+Normal rank
@@ Property / cites work @@
+Q4386878
@@ Property / cites work: Q4386878 / rank @@
+Normal rank
@@ Property / cites work @@
+Pattern-Based Modeling and Solution of Probabilistically Constrained Optimization Problems
+Normal rank
@@ Property / cites work @@
+Distributionally robust workforce scheduling in call centres with uncertain arrival rates
+Normal rank
@@ Property / cites work @@
+A branch-and-cut decomposition algorithm for solving chance-constrained mathematical programs with finite support
+Normal rank
@@ Property / cites work @@
+A Sample Approximation Approach for Optimization with Probabilistic Constraints
+Normal rank
@@ Property / cites work @@
+An integer programming approach for linear programs with probabilistic constraints
+Normal rank
@@ Property / cites work @@
+Chance Constrained Programming with Joint Constraints
+Normal rank
@@ Property / cites work @@
+Q5201292
@@ Property / cites work: Q5201292 / rank @@
+Normal rank
@@ Property / cites work @@
+Convex Approximations of Chance Constrained Programs
+Normal rank
@@ Property / cites work @@
+Sample average approximation method for chance constrained programming: Theory and applications
+Normal rank
@@ Property / cites work @@
+Q5702553
@@ Property / cites work: Q5702553 / rank @@
+Normal rank
@@ Property / cites work @@
+On Estimation of a Probability Density Function and Mode
+Normal rank
@@ Property / cites work @@
+A Semidefinite Programming Approach to Optimal-Moment Bounds for Convex Classes of Distributions
+Normal rank
@@ Property / cites work @@
+Q5638126
@@ Property / cites work: Q5638126 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4838490
@@ Property / cites work: Q4838490 / rank @@
+Normal rank
@@ Property / cites work @@
+Remarks on Some Nonparametric Estimates of a Density Function
+Normal rank
@@ Property / cites work @@
+Probabilistic programming with discrete distributions and precedence constrained knapsack polyhedra
+Normal rank
@@ Property / cites work @@
+Lectures on Stochastic Programming
@@ Property / cites work: Lectures on Stochastic Programming / rank @@
+Normal rank
@@ Property / cites work @@
+Generalized Gauss inequalities via semidefinite programming
+Normal rank
@@ Property / cites work @@
+Generalized Chebyshev Bounds via Semidefinite Programming
+Normal rank
@@ Property / cites work @@
+Likelihood robust optimization for data-driven problems
+Normal rank
@@ Property / cites work @@
+All of Nonparametric Statistics
@@ Property / cites work: All of Nonparametric Statistics / rank @@
+Normal rank
@@ Property / cites work @@
+Distributionally robust joint chance constraints with second-order moment information
+Normal rank