Convex Approximations of Chance Constrained Programs
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(only showing first 100 items - show all)- Sample average approximation method for chance constrained programming: Theory and applications
- A linear approximation method for solving a special class of the chance constrained programming problem
- Conditioning of convex piecewise linear stochastic programs
- Mathematical programming methods for microgrid design and operations: a survey on deterministic and stochastic approaches
- Data-driven robust chance constrained problems: a mixture model approach
- A joint chance-constrained programming approach for the single-item capacitated lot-sizing problem with stochastic demand
- Chance-constrained economic dispatch with renewable energy and storage
- Stochastic output feedback control: convex lifting approach
- Relaxations and approximations of chance constraints under finite distributions
- Robust optimization: lessons learned from aircraft routing
- Distributionally robust chance constrained problem under interval distribution information
- Global probability maximization for a Gaussian bilateral inequality in polynomial time
- A polyhedral study on chance constrained program with random right-hand side
- Gradient and Hessian of joint probability function with applications on chance-constrained programs
- Data-driven robust optimization
- Distributionally robust expectation inequalities for structured distributions
- Robust optimization approximation for ambiguous P-model and its application
- Large-scale unit commitment under uncertainty: an updated literature survey
- An efficient computational method for large scale surgery scheduling problems with chance constraints
- Robust two-stage stochastic linear optimization with risk aversion
- A utility theory based interactive approach to robustness in linear optimization
- Cell-and-bound algorithm for chance constrained programs with discrete distributions
- A chance-constrained programming framework to handle uncertainties in radiation therapy treatment planning
- Itinerary planning with time budget for risk-averse travelers
- Capacity planning with demand uncertainty for outpatient clinics
- Distributionally robust discrete optimization with entropic Value-at-Risk
- A nonlinear interval portfolio selection model and its application in banks
- On safe tractable approximations of chance constraints
- Lagrangian decomposition and mixed-integer quadratic programming reformulations for probabilistically constrained quadratic programs
- A provisioning problem with stochastic payments
- Multi-resource allocation in stochastic project scheduling
- Risk-return trade-off with the scenario approach in practice: a case study in portfolio selection
- Distributionally robust joint chance constraints with second-order moment information
- Analysis of a chance-constrained new product risk model with multiple customer classes
- The decision rule approach to optimization under uncertainty: methodology and applications
- Statistical learning for probability-constrained stochastic optimal control
- A vehicle routing problem with distribution uncertainty in deadlines
- A chance-constrained stochastic model predictive control problem with disturbance feedback
- Multi-stage distributionally robust optimization with risk aversion
- Stochastic mathematical programs with probabilistic complementarity constraints: SAA and distributionally robust approaches
- Bounds for probabilistic programming with application to a blend planning problem
- Energy and reserve dispatch with distributionally robust joint chance constraints
- A stochastic approximation method for approximating the efficient frontier of chance-constrained nonlinear programs
- Chance-constrained controller state and reference governor
- KDE distributionally robust portfolio optimization with higher moment coherent risk
- Chance-constrained sets approximation: a probabilistic scaling approach
- Distributionally robust optimization. A review on theory and applications
- Distributionally robust maximum probability shortest path problem
- Data-driven tuning for chance constrained optimization: analysis and extensions
- Kernel density estimation based distributionally robust mean-CVaR portfolio optimization
- Probability estimation via policy restrictions, convexification, and approximate sampling
- A robust approach to warped Gaussian process-constrained optimization
- Asymptotically tight conic approximations for chance-constrained AC optimal power flow
- Prescriptive selection of machine learning hyperparameters with applications in power markets: retailer's optimal trading
- Chance-constrained sneaking trajectory planning for reconnaissance robots
- Generalized differentiation of probability functions: parameter dependent sets given by intersections of convex sets and complements of convex sets
- Optimized Bonferroni approximations of distributionally robust joint chance constraints
- Risk and complexity in scenario optimization
- A smooth approximation approach for optimization with probabilistic constraints based on sigmoid function
- On Hermite-Hadamard type inequalities for \(n \)-polynomial convex stochastic processes
- A mental account-based portfolio selection model with an application for data with smaller dimensions
- Eco-friendly container transshipment route scheduling problem with repacking operations
- Nonconvex and nonsmooth approaches for affine chance-constrained stochastic programs
- Frameworks and results in distributionally robust optimization
- Relaxation schemes for the joint linear chance constraint based on probability inequalities
- Joint chance-constrained staffing optimization in multi-skill call centers
- Algorithms for stochastic optimization with function or expectation constraints
- CVaR-based robust models for portfolio selection
- Bilevel programming approaches to production planning for multiple products with short life cycles
- Goal scoring, coherent loss and applications to machine learning
- Distributionally robust polynomial chance-constraints under mixture ambiguity sets
- On distributionally robust chance constrained programs with Wasserstein distance
- Wasserstein distributionally robust chance-constrained optimization for energy and reserve dispatch: an exact and physically-bounded formulation
- A robust bank asset allocation model integrating credit-rating migration risk and capital adequacy ratio regulations
- Minimization of a class of rare event probabilities and buffered probabilities of exceedance
- Price-region bids in electricity markets
- Calibration of a radiation quality model for sparse and uncertain data
- Emergency logistics for disaster management under spatio-temporal demand correlation: the earthquakes case
- Multi-period dynamic distributionally robust pre-positioning of emergency supplies under demand uncertainty
- Asymptotic analysis of sample average approximation for stochastic optimization problems with joint chance constraints via conditional value at risk and difference of convex functions
- Exploiting structure of chance constrained programs via submodularity
- Data driven stability analysis of black-box switched linear systems
- Approximate convex hull based scenario truncation for chance constrained trajectory optimization
- Robust assortment optimization using worst-case CVaR under the multinomial logit model
- New safe approximation of ambiguous probabilistic constraints for financial optimization problem
- Robust optimization-based heuristic algorithm for the chance-constrained knapsack problem using submodularity
- Partial sample average approximation method for chance constrained problems
- Relaxing high-dimensional constraints in the direct solution space method for early phase development
- Environmental game modeling with uncertainties
- Higher-moment buffered probability
- Distributionally robust joint chance constrained problem under moment uncertainty
- Randomized methods for design of uncertain systems: sample complexity and sequential algorithms
- A distributionally robust perspective on uncertainty quantification and chance constrained programming
- Large-scale unit commitment under uncertainty
- Probabilistic constraints via SQP solver: application to a renewable energy management problem
- A subgradient-based convex approximations method for DC programming and its applications
- A comparison of four approaches from stochastic programming for large-scale unit-commitment
- The deterministic ERM and CVaR reformulation for the stochastic generalized complementarity problem
- Optimality conditions in optimization problems with convex feasible set using convexificators
- Eventual convexity of probability constraints with elliptical distributions
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