Pages that link to "Item:Q5426893"
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The following pages link to Convex Approximations of Chance Constrained Programs (Q5426893):
Displayed 50 items.
- Chance-constrained sneaking trajectory planning for reconnaissance robots (Q2110761) (← links)
- Generalized differentiation of probability functions: parameter dependent sets given by intersections of convex sets and complements of convex sets (Q2115132) (← links)
- Optimized Bonferroni approximations of distributionally robust joint chance constraints (Q2118072) (← links)
- Risk and complexity in scenario optimization (Q2118077) (← links)
- A smooth approximation approach for optimization with probabilistic constraints based on sigmoid function (Q2129136) (← links)
- On Hermite-Hadamard type inequalities for \(n \)-polynomial convex stochastic processes (Q2133355) (← links)
- A mental account-based portfolio selection model with an application for data with smaller dimensions (Q2147082) (← links)
- Eco-friendly container transshipment route scheduling problem with repacking operations (Q2156286) (← links)
- Nonconvex and nonsmooth approaches for affine chance-constrained stochastic programs (Q2158841) (← links)
- Frameworks and results in distributionally robust optimization (Q2165596) (← links)
- Relaxation schemes for the joint linear chance constraint based on probability inequalities (Q2165806) (← links)
- Joint chance-constrained staffing optimization in multi-skill call centers (Q2168732) (← links)
- Algorithms for stochastic optimization with function or expectation constraints (Q2181600) (← links)
- CVaR-based robust models for portfolio selection (Q2190316) (← links)
- Bilevel programming approaches to production planning for multiple products with short life cycles (Q2190796) (← links)
- Goal scoring, coherent loss and applications to machine learning (Q2191765) (← links)
- Distributionally robust polynomial chance-constraints under mixture ambiguity sets (Q2220666) (← links)
- On distributionally robust chance constrained programs with Wasserstein distance (Q2227531) (← links)
- Wasserstein distributionally robust chance-constrained optimization for energy and reserve dispatch: an exact and physically-bounded formulation (Q2239970) (← links)
- A robust bank asset allocation model integrating credit-rating migration risk and capital adequacy ratio regulations (Q2241085) (← links)
- Minimization of a class of rare event probabilities and buffered probabilities of exceedance (Q2241133) (← links)
- Price-region bids in electricity markets (Q2242398) (← links)
- Calibration of a radiation quality model for sparse and uncertain data (Q2242528) (← links)
- Emergency logistics for disaster management under spatio-temporal demand correlation: the earthquakes case (Q2244218) (← links)
- Multi-period dynamic distributionally robust pre-positioning of emergency supplies under demand uncertainty (Q2245836) (← links)
- Asymptotic analysis of sample average approximation for stochastic optimization problems with joint chance constraints via conditional value at risk and difference of convex functions (Q2247927) (← links)
- Data driven stability analysis of black-box switched linear systems (Q2280933) (← links)
- Approximate convex hull based scenario truncation for chance constrained trajectory optimization (Q2288704) (← links)
- Robust assortment optimization using worst-case CVaR under the multinomial logit model (Q2294358) (← links)
- New safe approximation of ambiguous probabilistic constraints for financial optimization problem (Q2296548) (← links)
- Robust optimization-based heuristic algorithm for the chance-constrained knapsack problem using submodularity (Q2300641) (← links)
- Partial sample average approximation method for chance constrained problems (Q2311101) (← links)
- Relaxing high-dimensional constraints in the direct solution space method for early phase development (Q2315082) (← links)
- Environmental game modeling with uncertainties (Q2321654) (← links)
- Higher-moment buffered probability (Q2329645) (← links)
- Distributionally robust joint chance constrained problem under moment uncertainty (Q2336465) (← links)
- Randomized methods for design of uncertain systems: sample complexity and sequential algorithms (Q2342767) (← links)
- A distributionally robust perspective on uncertainty quantification and chance constrained programming (Q2349116) (← links)
- Large-scale unit commitment under uncertainty (Q2351161) (← links)
- Probabilistic constraints via SQP solver: application to a renewable energy management problem (Q2355720) (← links)
- A subgradient-based convex approximations method for DC programming and its applications (Q2358301) (← links)
- A comparison of four approaches from stochastic programming for large-scale unit-commitment (Q2397759) (← links)
- The deterministic ERM and CVaR reformulation for the stochastic generalized complementarity problem (Q2400161) (← links)
- Optimality conditions in optimization problems with convex feasible set using convexificators (Q2408896) (← links)
- Eventual convexity of probability constraints with elliptical distributions (Q2414898) (← links)
- Routing optimization with time windows under uncertainty (Q2414906) (← links)
- CVaR proxies for minimizing scenario-based value-at-risk (Q2438424) (← links)
- Convex relaxations of chance constrained optimization problems (Q2439484) (← links)
- Genetic algorithm based technique for solving chance constrained problems (Q2464197) (← links)
- Electricity swing option pricing by stochastic bilevel optimization: a survey and new approaches (Q2514869) (← links)