Pages that link to "Item:Q1769067"
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The following pages link to Uncertain convex programs: randomized solutions and confidence levels (Q1769067):
Displaying 50 items.
- Dynamic traffic assignment under uncertainty: a distributional robust chance-constrained approach (Q262915) (← links)
- Approximation metrics based on probabilistic bisimulations for general state-space Markov processes: a survey (Q271706) (← links)
- On incremental approximate saddle-point computation in zero-sum matrix games (Q286267) (← links)
- Chance-constrained problems and rare events: an importance sampling approach (Q291054) (← links)
- Decomposition algorithms for two-stage chance-constrained programs (Q291060) (← links)
- Data-driven chance constrained stochastic program (Q304243) (← links)
- Optimization with a class of multivariate integral stochastic order constraints (Q363558) (← links)
- Scenario approximation of robust and chance-constrained programs (Q368719) (← links)
- Optimization under uncertainty with applications to design of truss structures (Q373938) (← links)
- A branch-and-cut decomposition algorithm for solving chance-constrained mathematical programs with finite support (Q403644) (← 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)
- Robust control of uncertain systems: classical results and recent developments (Q458745) (← links)
- A statistical learning theory approach for uncertain linear and bilinear matrix inequalities (Q458858) (← links)
- Performance assessment and design of abstracted models for stochastic hybrid systems through a randomized approach (Q473311) (← links)
- An approximation scheme for stochastic programs with second order dominance constraints (Q501509) (← links)
- Trading performance for state constraint feasibility in stochastic constrained control: a randomized approach (Q509522) (← links)
- On robust input design for nonlinear dynamical models (Q510130) (← 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 unit commitment with \(n-1\) security criteria (Q530420) (← links)
- A sampling-and-discarding approach to chance-constrained optimization: feasibility and Optimality (Q535064) (← links)
- Wait-and-judge scenario optimization (Q681495) (← links)
- A relaxation algorithm with a probabilistic guarantee for robust deviation optimization (Q707779) (← links)
- Learning noisy functions via interval models (Q709215) (← links)
- Robust resource allocations in temporal networks (Q715076) (← links)
- Branch-and-cut approaches for chance-constrained formulations of reliable network design problems (Q744205) (← links)
- On the resolution of misspecified convex optimization and monotone variational inequality problems (Q782913) (← links)
- An inexact primal-dual algorithm for semi-infinite programming (Q784788) (← links)
- The CoMirror algorithm with random constraint sampling for convex semi-infinite programming (Q828836) (← links)
- Average flow constraints and stabilizability in uncertain production-distribution systems (Q848734) (← links)
- Polynomial-time algorithms for probabilistic solutions of parameter-dependent linear matrix inequalities (Q875498) (← links)
- On the sample size of random convex programs with structured dependence on the uncertainty (Q900216) (← links)
- Cascading: An adjusted exchange method for robust conic programming (Q940832) (← links)
- Verifying exactness of relaxations for robust semi-definite programs by solving polynomial systems (Q947643) (← links)
- A robust approach to the chance-constrained knapsack problem (Q957372) (← links)
- Solving chance-constrained combinatorial problems to optimality (Q967213) (← links)
- \(\alpha \)-conservative approximation for probabilistically constrained convex programs (Q969716) (← links)
- Mathematical programming approaches for generating \(p\)-efficient points (Q992653) (← links)
- Interval predictor models: identification and reliability (Q1012735) (← links)
- On the expected probability of constraint violation in sampled convex programs (Q1039379) (← links)
- Cutting plane algorithms for solving a stochastic edge-partition problem (Q1040087) (← links)
- A joint chance-constrained programming approach for the single-item capacitated lot-sizing problem with stochastic demand (Q1639278) (← links)
- Distributionally robust optimization with matrix moment constraints: Lagrange duality and cutting plane methods (Q1646571) (← links)
- Relaxations and approximations of chance constraints under finite distributions (Q1650766) (← links)
- Probabilistic optimization via approximate \(p\)-efficient points and bundle methods (Q1652036) (← links)
- Almost budget balanced mechanisms with scalar bids for allocation of a divisible good (Q1683167) (← links)
- Gradient and Hessian of joint probability function with applications on chance-constrained programs (Q1689060) (← links)
- A polyhedral study of the static probabilistic lot-sizing problem (Q1708524) (← links)
- Identifying effective scenarios in distributionally robust stochastic programs with total variation distance (Q1717235) (← links)
