A second-order cone programming approximation to joint chance-constrained linear programs

DOI10.1007/978-3-642-32147-4_8MaRDI QIDQ3167613zbMATH OpenOpenAlexFDO

Authors Jianqiang Cheng, C. Gicquel, Abdel Lisser

Publication date 2 November 2012

Published in Lecture Notes in Computer Science (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-642-32147-4_8

Mathematics Subject Classification ID

Linear programming (90C05) Stochastic programming (90C15)

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Cited in

(8)

• Stochastic second-order cone programming: applications models
• Chance constrained \(0-1\) quadratic programs using copulas
• Approximating two-stage chance-constrained programs with classical probability bounds
• Relaxation schemes for the joint linear chance constraint based on probability inequalities
• Semi-infinite relaxation of joint chance constraints in chance-constrained programming Part 1. Zero-order stochastic decision rules†
• A second-order cone programming approach for linear programs with joint probabilistic constraints
• Partial sample average approximation method for chance constrained problems
• Statistical Inference of Second-Order Cone Programming

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