Pages that link to "Item:Q1942277"
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The following pages link to Distributionally robust joint chance constraints with second-order moment information (Q1942277):
Displaying 50 items.
- Generalized Gauss inequalities via semidefinite programming (Q263197) (← links)
- A distributionally robust joint chance constrained optimization model for the dynamic network design problem under demand uncertainty (Q291667) (← links)
- Distributionally robust mixed integer linear programs: persistency models with applications (Q296964) (← links)
- Data-driven chance constrained stochastic program (Q304243) (← links)
- A smoothing function approach to joint chance-constrained programs (Q467479) (← links)
- Distribution-dependent robust linear optimization with applications to inventory control (Q499320) (← links)
- On reduced semidefinite programs for second order moment bounds with applications (Q507337) (← links)
- Wait-and-judge scenario optimization (Q681495) (← links)
- A sparse enhanced indexation model with chance and cardinality constraints (Q683716) (← links)
- Distributionally robust chance constrained optimization for economic dispatch in renewable energy integrated systems (Q683724) (← links)
- A sparse chance constrained portfolio selection model with multiple constraints (Q785634) (← links)
- Solving joint chance constrained problems using regularization and Benders' decomposition (Q827143) (← links)
- A discussion of probability functions and constraints from a variational perspective (Q829489) (← links)
- Data-driven robust chance constrained problems: a mixture model approach (Q1626548) (← links)
- A note on distributionally robust optimization under moment uncertainty (Q1631405) (← links)
- Robust chance-constrained support vector machines with second-order moment information (Q1639215) (← links)
- Distributionally robust optimization with matrix moment constraints: Lagrange duality and cutting plane methods (Q1646571) (← links)
- Distributionally robust fixed interval scheduling on parallel identical machines under uncertain finishing times (Q1651660) (← links)
- Distributionally robust chance constrained problem under interval distribution information (Q1670537) (← links)
- Multi-period portfolio optimization: translation of autocorrelation risk to excess variance (Q1709972) (← links)
- Ambiguous risk constraints with moment and unimodality information (Q1717225) (← links)
- Distributionally robust expectation inequalities for structured distributions (Q1717228) (← links)
- Robust optimization approximation for ambiguous P-model and its application (Q1721047) (← links)
- The distributionally robust optimization reformulation for stochastic complementarity problems (Q1724184) (← links)
- Distributionally robust appointment scheduling with moment-based ambiguity set (Q1728172) (← links)
- Large-scale unit commitment under uncertainty: an updated literature survey (Q1730531) (← links)
- Capacitated disassembly scheduling under stochastic yield and demand (Q1744511) (← links)
- Robust VaR and CVaR optimization under joint ambiguity in distributions, means, and covariances (Q1750470) (← links)
- A data-driven distributionally robust bound on the expected optimal value of uncertain mixed 0-1 linear programming (Q1789641) (← links)
- Exact algorithms for the chance-constrained vehicle routing problem (Q1800993) (← links)
- Robust risk management (Q1926976) (← links)
- Distributionally robust simple integer recourse (Q1989721) (← links)
- Data-driven distributionally robust chance-constrained optimization with Wasserstein metric (Q2022288) (← links)
- Multi-stage distributionally robust optimization with risk aversion (Q2031326) (← links)
- Stochastic mathematical programs with probabilistic complementarity constraints: SAA and distributionally robust approaches (Q2044575) (← links)
- Energy and reserve dispatch with distributionally robust joint chance constraints (Q2060530) (← links)
- KDE distributionally robust portfolio optimization with higher moment coherent risk (Q2070731) (← links)
- Distributionally robust optimization. A review on theory and applications (Q2074636) (← links)
- Distributionally robust maximum probability shortest path problem (Q2075464) (← links)
- A multivariate Chebyshev bound of the Selberg form (Q2081114) (← links)
- Approximation approach for robust vessel fleet deployment problem with ambiguous demands (Q2084599) (← links)
- Bootstrap robust prescriptive analytics (Q2089765) (← links)
- Kernel density estimation based distributionally robust mean-CVaR portfolio optimization (Q2089892) (← links)
- Distributionally robust bottleneck combinatorial problems: uncertainty quantification and robust decision making (Q2097653) (← links)
- Distributionally robust multi-period location-allocation with multiple resources and capacity levels in humanitarian logistics (Q2103001) (← links)
- Robustness of stochastic programs with endogenous randomness via contamination (Q2103025) (← links)
- Distributionally robust optimization with moment ambiguity sets (Q2111170) (← links)
- Quantitative stability analysis for minimax distributionally robust risk optimization (Q2118071) (← links)
- Optimized Bonferroni approximations of distributionally robust joint chance constraints (Q2118072) (← links)
- Risk and complexity in scenario optimization (Q2118077) (← links)
