Wait-and-judge scenario optimization (Q681495)

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Language	Label	Description	Also known as
English	Wait-and-judge scenario optimization	scientific article

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scholarly article

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Wait-and-judge scenario optimization (English)

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zbMATH Open document ID

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10.1007/s10107-016-1056-9

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Mathematical Programming. Series A. Series B

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publication date

12 February 2018

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Mathematics Subject Classification ID

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zbMATH DE Number

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zbMATH Keywords

sample-based optimization

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scenario approach

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stochastic optimization

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probabilistic constraints

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describes a project that uses

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1007/s10107-016-1056-9

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Randomized Strategies for Probabilistic Solutions of Uncertain Feasibility and Optimization Problems

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Randomized methods for design of uncertain systems: sample complexity and sequential algorithms

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On Safe Tractable Approximations of Chance-Constrained Linear Matrix Inequalities

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Robust control of uncertain systems: classical results and recent developments

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Uncertain convex programs: randomized solutions and confidence levels

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The Scenario Approach to Robust Control Design

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Classification with guaranteed probability of error

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Interval predictor models: identification and reliability

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Random Convex Programs with $L_1$-Regularization: Sparsity and Generalization

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The Exact Feasibility of Randomized Solutions of Uncertain Convex Programs

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A sampling-and-discarding approach to chance-constrained optimization: feasibility and Optimality

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FAST—Fast Algorithm for the Scenario Technique

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Scenario Min-Max Optimization and the Risk of Empirical Costs

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Distributionally Robust Optimization Under Moment Uncertainty with Application to Data-Driven Problems

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Performance Bounds for the Scenario Approach and an Extension to a Class of Non-Convex Programs

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A Scenario Approach for Non-Convex Control Design

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Monte Carlo Methods for Value-at-Risk and Conditional Value-at-Risk

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Statistical Tolerance Regions: Theory, Applications, and Computation

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Distribution-Free Prediction Sets

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Convexity and well-posed problems

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A Sample Approximation Approach for Optimization with Probabilistic Constraints

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An integer programming approach for linear programs with probabilistic constraints

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On the Road Between Robust Optimization and the Scenario Approach for Chance Constrained Optimization Problems

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On the Connection Between Compression Learning and Scenario Based Single-Stage and Cascading Optimization Problems

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On safe tractable approximations of chance constraints

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Convex Approximations of Chance Constrained Programs

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Sample average approximation method for chance constrained programming: Theory and applications

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Risk-return trade-off with the scenario approach in practice: a case study in portfolio selection

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A provisioning problem with stochastic payments

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Randomized Solutions to Convex Programs with Multiple Chance Constraints

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Lectures on Stochastic Programming

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Randomized algorithms for analysis and control of uncertain systems. With applications

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Robust stochastic programming with uncertain probabilities

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A constraint sampling approach for multi-stage robust optimization

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On the sample size of random convex programs with structured dependence on the uncertainty

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Distributionally robust joint chance constraints with second-order moment information

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