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.
- Mean-value at risk portfolio efficiency: approaches based on data envelopment analysis models with negative data and their empirical behaviour (Q262452) (← links)
- Dynamic traffic assignment under uncertainty: a distributional robust chance-constrained approach (Q262915) (← links)
- The worst-case discounted regret portfolio optimization problem (Q274372) (← links)
- Model predictive control of linear systems with multiplicative unbounded uncertainty and chance constraints (Q290883) (← links)
- Chance-constrained problems and rare events: an importance sampling approach (Q291054) (← links)
- A distributionally robust joint chance constrained optimization model for the dynamic network design problem under demand uncertainty (Q291667) (← links)
- On bounding the union probability using partial weighted information (Q297136) (← links)
- Data-driven chance constrained stochastic program (Q304243) (← links)
- Nonlinear chance constrained problems: optimality conditions, regularization and solvers (Q306384) (← links)
- Second order conic approximation for disassembly line design with joint probabilistic constraints (Q320132) (← links)
- Satisficing measure approach for vehicle routing problem with time windows under uncertainty (Q320689) (← links)
- Reliability-based economic model predictive control for generalised flow-based networks including actuators' health-aware capabilities (Q328906) (← links)
- Iterative estimation maximization for stochastic linear programs with conditional value-at-risk constraints (Q395689) (← links)
- A branch-and-cut decomposition algorithm for solving chance-constrained mathematical programs with finite support (Q403644) (← links)
- An exact algorithm for the maximum probabilistic clique problem (Q405671) (← links)
- A numerical method for two-stage stochastic programs under uncertainty (Q410561) (← links)
- Sample average approximation of stochastic dominance constrained programs (Q431031) (← links)
- CVaR-constrained stochastic programming reformulation for stochastic nonlinear complementarity problems (Q457217) (← links)
- A smoothing function approach to joint chance-constrained programs (Q467479) (← links)
- Stochastic linear programming with a distortion risk constraint (Q480777) (← links)
- Distribution-dependent robust linear optimization with applications to inventory control (Q499320) (← links)
- A sampling-and-discarding approach to chance-constrained optimization: feasibility and Optimality (Q535064) (← links)
- Chance constrained uncertain classification via robust optimization (Q633103) (← links)
- Convexity and convex approximations of discrete-time stochastic control problems with constraints (Q644284) (← links)
- Moment inequalities for sums of random matrices and their applications in optimization (Q647387) (← links)
- Optimality functions in stochastic programming (Q715095) (← links)
- Tractable stochastic analysis in high dimensions via robust optimization (Q715242) (← links)
- Branch-and-cut approaches for chance-constrained formulations of reliable network design problems (Q744205) (← 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)
- Stochastic programming approach to optimization under uncertainty (Q995788) (← links)
- Selected topics in robust convex optimization (Q995791) (← links)
- Sample average approximation method for chance constrained programming: Theory and applications (Q1035926) (← links)
- On safe tractable approximations of chance constraints (Q1926690) (← links)
- Lagrangian decomposition and mixed-integer quadratic programming reformulations for probabilistically constrained quadratic programs (Q1926817) (← links)
- A provisioning problem with stochastic payments (Q1926876) (← links)
- Multi-resource allocation in stochastic project scheduling (Q1931636) (← 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)
- 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)
- 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)
- 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)