Pages that link to "Item:Q291054"
From MaRDI portal
The following pages link to Chance-constrained problems and rare events: an importance sampling approach (Q291054):
Displaying 14 items.
- On the mixing set with a knapsack constraint (Q291057) (← links)
- Solving joint chance constrained problems using regularization and Benders' decomposition (Q827143) (← links)
- Stochastic mathematical programs with probabilistic complementarity constraints: SAA and distributionally robust approaches (Q2044575) (← links)
- Problem-driven scenario generation: an analytical approach for stochastic programs with tail risk measure (Q2118074) (← links)
- Approximation of probabilistic constraints in stochastic programming problems with a probability measure kernel (Q2173180) (← links)
- Minimization of a class of rare event probabilities and buffered probabilities of exceedance (Q2241133) (← links)
- Variance reduction for sequential sampling in stochastic programming (Q2241206) (← links)
- Importance Sampling in Stochastic Programming: A Markov Chain Monte Carlo Approach (Q3466780) (← links)
- A Sequential Algorithm for Solving Nonlinear Optimization Problems with Chance Constraints (Q4637499) (← links)
- On the Convexity of Level-sets of Probability Functions (Q5074513) (← links)
- Optimization under Rare Chance Constraints (Q5081097) (← links)
- Generalized Differentiation of Probability Functions Acting on an Infinite System of Constraints (Q5233103) (← links)
- Chance-constrained optimization under limited distributional information: a review of reformulations based on sampling and distributional robustness (Q6114933) (← links)
- Joint chance-constrained multi-objective multi-commodity minimum cost network flow problem with copula theory (Q6164636) (← links)