Pages that link to "Item:Q2439484"

The following pages link to Convex relaxations of chance constrained optimization problems (Q2439484):

Displaying 13 items.

• Mean-value at risk portfolio efficiency: approaches based on data envelopment analysis models with negative data and their empirical behaviour (Q262452) (← links)
• Data-driven chance constrained stochastic program (Q304243) (← links)
• Solving joint chance constrained problems using regularization and Benders' decomposition (Q827143) (← links)
• Distributionally robust chance constrained problem under interval distribution information (Q1670537) (← 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)
• Optimized Bonferroni approximations of distributionally robust joint chance constraints (Q2118072) (← links)
• The probabilistic and reliable connected power dominating set problems (Q2311207) (← links)
• Bicriteria Approximation of Chance-Constrained Covering Problems (Q5131473) (← links)
• Robust optimization for spread quality and shortfall in guaranteed targeted display advertising planning (Q6065612) (← links)
• Chance-constrained optimization under limited distributional information: a review of reformulations based on sampling and distributional robustness (Q6114933) (← links)
• A limited-memory BFGS-based differential evolution algorithm for optimal control of nonlinear systems with mixed control variables and probability constraints (Q6157441) (← links)
• Optimal control of nonlinear systems with integer‐valued control inputs and stochastic constraints (Q6180542) (← links)