Chance-constrained programming
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- A Linear Approximation for Chance-Constrained Programming
- scientific article; zbMATH DE number 1260461
Cited in
(only showing first 100 items - show all)- Foundations of operations research: from linear programming to data envelopment analysis
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- Firm behavior under illiquidity risk
- Probability dominance in random outcomes
- Obey validity limits of data-driven models through topological data analysis and one-class classification
- Chance-Constrained programming problem with Chance-Constrained relative lower bounded variables
- An experimental sequential solution procedure to stochastic linear programming problems with 0–1 variables
- The continuity of the optimum in parametric programming and applications to stochastic programming
- The use of chance constrained programming for disassemble-to-order problems with stochastic yields
- Collaborative production planning of supply chain under price and demand uncertainty
- Robust optimization: lessons learned from aircraft routing
- A shortest-path-based approach for the stochastic knapsack problem with non-decreasing expected overfilling costs
- An infeasible-point subgradient method using adaptive approximate projections
- The service-centric vehicle routing problem with crowdshipping
- Solving planning and design problems in the process industry using mixed integer and global optimization
- Optimizing financial and physical assets with chance-constrained programming in the electrical industry
- Determination of the portfolio selection for a property-liability insurance company
- Interactive multiobjective fuzzy random programming through the level set-based probability model
- On stochastic linear programming problems with the quantile criterion
- Probabilistic and guaranteed control. II: Probabilistic plan
- Stochastic programming models for air quality management
- Computation of probabilistic linear programming problems involving normal and log-normal random variables with a joint constraint
- A participatory budget model under uncertainty
- On decision rules in stochastic programming
- Risk-based factorial probabilistic inference for optimization of flood control systems with correlated uncertainties
- Exploring supplier performance risk and the Buyer's role using chance-constrained data envelopment analysis
- Chance constrained programming with fuzzy parameters
- An application of FISM and TOPSIS to a multi-objective multi-item solid transportation problem
- Chance constrained programming with some non-normal continuous random variables
- Extended distribution‐free newsvendor models with demand updates using experts’ judgment
- An efficient computational method for large scale surgery scheduling problems with chance constraints
- A novel algorithm of stochastic chance-constrained linear programming and its application
- Gauss-Legendre quadrature based expected value simulation for optimizing standby redundancy system under uncertain environment
- Optimization of chance constraint programming with sum-of-fractional objectives â an application to assembled printed circuit board problem
- Optimal and sustainable extraction of groundwater in coastal aquifers
- Fuzzy programming with fuzzy decisions and fuzzy simulation-based genetic algorithm
- A multi-product continuous review inventory system in stochastic environment with budget constraint
- Routing optimization with time windows under uncertainty
- Stochastic mathematical programs with probabilistic complementarity constraints: SAA and distributionally robust approaches
- Stability and sensitivity-analysis for stochastic programming
- Stochastic programs for identifying critical structure collapse mechanisms
- A class of linear multi-objective decision making model based on level-2 TFNwTFC coefficients and its application to supplier selection
- Computation of some stochastic transportation problems using Essen inequality
- A guarantee rate optimization model for wastewater treatment system design under uncertainty
- Nonlinear fuzzy chance constrained approach for multi-objective mixed fuzzy-stochastic optimization problem
- Chance constrained programming models for refinery short-term crude oil scheduling problem
- Fuzzy chance-constrained portfolio selection
- Selecting the best risk measure in multiobjective cash management
- Modelling stochastic decision systems using dependent-chance programming
- Belief linear programming
- Distributionally robust optimization problem with probabilistic envelope constraints over Wasserstein ball
- Improved handling of uncertainty and robustness in set covering problems
- Distributionally robust possibilistic optimization problems
- A class of multiobjective linear programming model with fuzzy random coefficients
- Fuzzy multi-objective chance-constrained programming model for hazardous materials transportation
- A redundancy detection algorithm for fuzzy stochastic multi-objective linear fractional programming problems
- A preliminary set of applications leading to stochastic semidefinite programs and chance-constrained semidefinite programs
- Stochastic graph partitioning: quadratic versus SOCP formulations
- A multi-objective bi-level location planning problem for stone industrial parks
- Advances and applications of chance-constrained approaches to systems optimisation under uncertainty
- Stochastic chance constrained mixed-integer nonlinear programming models and the solution approaches for refinery short-term crude oil scheduling problem
- scientific article; zbMATH DE number 958363 (Why is no real title available?)
- Arc routing under uncertainty: introduction and literature review
- Computation of some stochastic linear programming problems with Cauchy and extreme value distributions
- Single Machine Stochastic Scheduling: Minimizing the Number of Tardy Jobs
- A nonlinear interval number programming method for uncertain optimization problems
- A bicriteria solid transportation problem with fixed charge under stochastic environment
- Multidemand multisource order quantity allocation with multiple transportation alternatives
- Integrated inventory problem under trade credit in fuzzy random environment
- Pre-positioning planning for emergency response with service quality constraints
- A branch-reduce-cut algorithm for the global optimization of probabilistically constrained linear programs
- Multi-choice probabilistic linear programming problem
- Ambiguous chance constrained problems and robust optimization
- A stochastic primal-dual method for optimization with conditional value at risk constraints
- Dominance stochastic models in data envelopment analysis
- An optimization based approach for deployment of roadway incident response vehicles with reliability constraints
- A dual-response forwarding approach for containerizing air cargoes under uncertainty, based on stochastic mixed 0-1 programming
- Focus programming: a bi‐level programming approach to static stochastic optimization problems
- Solving a novel inventory location model with stochastic constraints and \((R,s,S)\) inventory control policy
- Convergent bounds for stochastic programs with expected value constraints
- A new uncertain two-stage network DEA model based on chance-constrained programming
- A multiple stochastic goal programming approach for the agent portfolio selection problem
- Optimizing urban bike-sharing systems: a stochastic mathematical model for infrastructure planning
- Multiobjective programming in optimization of the interval objective function
- Estimated stochastic programs with chance constraints
- Joint chance constrained programming for hydro reservoir management
- Stochastic programming problems involving Pareto distribution
- A novel methodology for portfolio selection in fuzzy multi criteria environment using risk-benefit analysis and fractional stochastic
- Operating room scheduling with surgical team: a new approach with constraint programming and goal programming
- Probability maximization via Minkowski functionals: convex representations and tractable resolution
- Solving multistage quantified linear optimization problems with the alpha-beta nested Benders decomposition
- Distributionally robust chance constraint with unimodality-skewness information and conic reformulation
- Exploiting structure of chance constrained programs via submodularity
- Portfolio theory for the recourse certainty equivalent maximizing investor
- Linear programming with stochastic processes as parameters as applied to production planning
- A new approach to uncertain parameter linear programming
- An approach to linear programming under uncertainty
- ROBIST: robust optimization by iterative scenario sampling and statistical testing
- Stochastic operation models for open inventory networks
- Human resource planning in knowledge-intensive operations: a model for learning with stochastic turnover.
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