Pages that link to "Item:Q1035926"

The following pages link to Sample average approximation method for chance constrained programming: Theory and applications (Q1035926):

Displaying 50 items.

• Chance-constrained problems and rare events: an importance sampling approach (Q291054) (← links)
• Decomposition algorithms for optimizing multi-server appointment scheduling with chance constraints (Q291063) (← links)
• Data-driven chance constrained stochastic program (Q304243) (← links)
• Robust economic model predictive control using stochastic information (Q340654) (← links)
• Scenario approximation of robust and chance-constrained programs (Q368719) (← links)
• An exact algorithm for the maximum probabilistic clique problem (Q405671) (← links)
• Capital rationing problems under uncertainty and risk (Q429488) (← links)
• Sample approximation technique for mixed-integer stochastic programming problems with several chance constraints (Q439920) (← links)
• A constraint sampling approach for multi-stage robust optimization (Q445078) (← links)
• On reducing a quantile optimization problem with discrete distribution to a mixed integer programming problem (Q462008) (← links)
• A smoothing function approach to joint chance-constrained programs (Q467479) (← links)
• Nonanticipative duality, relaxations, and formulations for chance-constrained stochastic programs (Q517291) (← links)
• The robust binomial approach to chance-constrained optimization problems with application to stochastic partitioning of large process networks (Q518934) (← links)
• Robust optimization approximation for joint chance constrained optimization problem (Q522276) (← links)
• Easy distributions for combinatorial optimization problems with probabilistic constraints (Q614036) (← links)
• Wait-and-judge scenario optimization (Q681495) (← links)
• Optimization of chance constraint programming with sum-of-fractional objectives â an application to assembled printed circuit board problem (Q727378) (← links)
• A biobjective chance constrained optimization model to evaluate the economic and environmental impacts of biopower supply chains (Q828845) (← links)
• On the conditional value-at-risk probability-dependent utility function (Q849311) (← links)
• Confidence-based reasoning in stochastic constraint programming (Q896433) (← links)
• IIS branch-and-cut for joint chance-constrained stochastic programs and application to optimal vaccine allocation (Q992606) (← links)
• Risk-budgeting multi-portfolio optimization with portfolio and marginal risk constraints (Q1615810) (← links)
• Chance-constrained economic dispatch with renewable energy and storage (Q1639716) (← links)
• On the convergence of sample approximations for stochastic programming problems with probabilistic criteria (Q1642031) (← links)
• Relaxations and approximations of chance constraints under finite distributions (Q1650766) (← links)
• Hybrid simulated annealing and MIP-based heuristics for stochastic lot-sizing and scheduling problem in capacitated multi-stage production system (Q1667804) (← links)
• Stochastic methods based on \(\mathcal{VU}\)-decomposition methods for stochastic convex minimax problems (Q1719328) (← links)
• Convergence conditions for the observed mean method in stochastic programming (Q1745693) (← links)
• Penalized sample average approximation methods for stochastic programs in economic and secure dispatch of a power system (Q1789576) (← links)
• A provisioning problem with stochastic payments (Q1926876) (← links)
• Approximation and contamination bounds for probabilistic programs (Q1931626) (← links)
• Robustness in stochastic programs with risk constraints (Q1931644) (← links)
• Risk-return trade-off with the scenario approach in practice: a case study in portfolio selection (Q1935293) (← links)
• Distributionally robust joint chance constraints with second-order moment information (Q1942277) (← links)
• Maximizing performance with an eye on the finances: a chance-constrained model for football transfer market decisions (Q1979183) (← links)
• Stochastic global optimization using tangent minorants for Lipschitz functions (Q1989202) (← links)
• Analysis of a chance-constrained new product risk model with multiple customer classes (Q1991227) (← links)
• Bi-objective autonomous vehicle repositioning problem with travel time uncertainty (Q2026711) (← links)
• Stochastic mathematical programs with probabilistic complementarity constraints: SAA and distributionally robust approaches (Q2044575) (← links)
• Data-driven stochastic programming with distributionally robust constraints under Wasserstein distance: asymptotic properties (Q2059163) (← links)
• Bounds for probabilistic programming with application to a blend planning problem (Q2060407) (← links)
• Integrating unimodality into distributionally robust optimal power flow (Q2085818) (← links)
• Special issue: Global solution of integer, stochastic and nonconvex optimization problems (Q2097627) (← links)
• A robust approach to warped Gaussian process-constrained optimization (Q2097663) (← links)
• Dynamic probabilistic constraints under continuous random distributions (Q2097675) (← links)
• Generalized differentiation of probability functions: parameter dependent sets given by intersections of convex sets and complements of convex sets (Q2115132) (← links)
• Sample approximations of bilevel stochastic programming problems with probabilistic and quantile criteria (Q2117634) (← links)
• Risk and complexity in scenario optimization (Q2118077) (← links)
• Optimization models for integrated biorefinery operations (Q2119749) (← links)
• Robust approximation of chance constrained DC optimal power flow under decision-dependent uncertainty (Q2140173) (← links)