Convex Approximations of Chance Constrained Programs
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(only showing first 100 items - show all)- A conflict-directed approach to chance-constrained mixed logical linear programming
- A chance-constrained programming framework to handle uncertainties in radiation therapy treatment planning
- Ambiguous joint chance constraints under mean and dispersion information
- Distributionally robust optimization with infinitely constrained ambiguity sets
- Solving joint chance constrained problems using regularization and Benders' decomposition
- A rolling horizon heuristic approach for a multi-stage stochastic waste collection problem
- Environmental game modeling with uncertainties
- Electricity swing option pricing by stochastic bilevel optimization: a survey and new approaches
- Radial duality. II: Applications and algorithms
- A robust approach to warped Gaussian process-constrained optimization
- Probability estimation via policy restrictions, convexification, and approximate sampling
- Asymptotically tight conic approximations for chance-constrained AC optimal power flow
- Data-Driven Approximation of Contextual Chance-Constrained Stochastic Programs
- Iterative estimation maximization for stochastic linear programs with conditional value-at-risk constraints
- The mixed capacitated general routing problem under uncertainty
- Computationally tractable counterparts of distributionally robust constraints on risk measures
- Distributionally robust chance constrained optimization for economic dispatch in renewable energy integrated systems
- Mathematical programming approaches for generating p-efficient points
- Mean-value at risk portfolio efficiency: approaches based on data envelopment analysis models with negative data and their empirical behaviour
- Dynamic traffic assignment under uncertainty: a distributional robust chance-constrained approach
- Prescriptive selection of machine learning hyperparameters with applications in power markets: retailer's optimal trading
- Algorithms for stochastic optimization with function or expectation constraints
- On O(n) algorithms for projection onto the top-k-sum sublevel set
- Higher-moment buffered probability
- Analysis of a chance-constrained new product risk model with multiple customer classes
- Distributionally robust optimization
- Chance constrained uncertain classification via robust optimization
- Design of survivable wireless backhaul networks with reliability considerations
- Sample average approximation of stochastic dominance constrained programs
- Model predictive control for complicated dynamic systems: a survey
- An exact algorithm for the maximum probabilistic clique problem
- Large-scale unit commitment under uncertainty: an updated literature survey
- A numerical method for two-stage stochastic programs under uncertainty
- Multi-period dynamic distributionally robust pre-positioning of emergency supplies under demand uncertainty
- Buffered Probability of Exceedance: Mathematical Properties and Optimization
- Risk and complexity in scenario optimization
- \(\alpha \)-conservative approximation for probabilistically constrained convex programs
- Chance-constrained sneaking trajectory planning for reconnaissance robots
- Chance-constrained programs with convex underlying functions: a bilevel convex optimization perspective
- The worst-case discounted regret portfolio optimization problem
- Measures of Residual Risk with Connections to Regression, Risk Tracking, Surrogate Models, and Ambiguity
- An Augmented Lagrangian Decomposition Method for Chance-Constrained Optimization Problems
- A Framework for Solving Chance-Constrained Linear Matrix Inequality Programs
- Approximate methods for solving chance-constrained linear programs in probability measure space
- Generalized Bayesian Nash equilibrium with continuous type and action spaces
- A distributionally robust optimisation with joint chance constraints approach for location-routing problem in urban search and rescue operations
- Capacity planning to cope with demand surges in fourth-party logistics networks under chance-constrained service levels
- Risk-Sensitive Reinforcement Learning via Policy Gradient Search
- An accelerated benders decomposition method for distributionally robust sustainable medical waste location and transportation problem
- Robustness assessment of climate policies towards carbon neutrality: a DRO-IAMS approach
- Robust two-stage stochastic linear optimization with risk aversion
- Distributionally robust polynomial chance-constraints under mixture ambiguity sets
- A framework of distributionally robust possibilistic optimization
- A vehicle routing problem with distribution uncertainty in deadlines
- A subgradient-based convex approximations method for DC programming and its applications
- Tractable stochastic analysis in high dimensions via robust optimization
- Quantile Markov Decision Processes
- Generalized differentiation of probability functions: parameter dependent sets given by intersections of convex sets and complements of convex sets
- A polyhedral study on chance constrained program with random right-hand side
- Analytic approximation and differentiability of joint chance constraints
- Stochastic-constrained stochastic optimization with Markovian data
- Convexity and optimization with copulæ structured probabilistic constraints
- Beyond Chance-Constrained Convex Mixed-Integer Optimization: A Generalized Calafiore-Campi Algorithm and the notion of $S$-optimization
- A linear approximation method for solving a special class of the chance constrained programming problem
- Selected topics in robust convex optimization
- Distributionally robust joint chance-constrained programming with Wasserstein metric
- Scenario MIN-MAX optimization and the risk of empirical costs
- Distributionally robust chance constraints for non-linear uncertainties
- Scalable algorithms for the sparse ridge regression
- A provisioning problem with stochastic payments
- A sequential algorithm for solving nonlinear optimization problems with chance constraints
- Gradient and Hessian of joint probability function with applications on chance-constrained programs
- An inner-outer approximation approach to chance constrained optimization
- Monte Carlo methods for value-at-risk and conditional value-at-risk: a review
- Bicriteria approximation of chance-constrained covering problems
- A comparison of four approaches from stochastic programming for large-scale unit-commitment
- A smooth approximation approach for optimization with probabilistic constraints based on sigmoid function
- A robust bank asset allocation model integrating credit-rating migration risk and capital adequacy ratio regulations
- Model predictive control of linear systems with multiplicative unbounded uncertainty and chance constraints
- Chance-constrained problems and rare events: an importance sampling approach
- A distributionally robust joint chance constrained optimization model for the dynamic network design problem under demand uncertainty
- Enhanced branch-and-bound algorithm for chance constrained programs with Gaussian mixture models
- A utility theory based interactive approach to robustness in linear optimization
- Cell-and-bound algorithm for chance constrained programs with discrete distributions
- Itinerary planning with time budget for risk-averse travelers
- Data-driven chance constrained stochastic program
- Nonconvex and nonsmooth approaches for affine chance-constrained stochastic programs
- On Hermite-Hadamard type inequalities for \(n \)-polynomial convex stochastic processes
- Conditioning of convex piecewise linear stochastic programs
- Semidefinite programming for chance constrained optimization over semialgebraic sets
- On bounding the union probability using partial weighted information
- A branch-and-cut decomposition algorithm for solving chance-constrained mathematical programs with finite support
- Safe approximations for distributionally robust joint chance constrained program
- Convergence analysis for mathematical programs with distributionally robust chance constraint
- Statistically sound verification and optimization for complex systems
- A multi-period emergency medical service location problem based on Wasserstein-metric approach using generalised benders decomposition method
- Managing underperformance risk in project portfolio selection
- Mean-Semivariance Policy Optimization via Risk-Averse Reinforcement Learning
- Emergency logistics for disaster management under spatio-temporal demand correlation: the earthquakes case
- A sampling-and-discarding approach to chance-constrained optimization: feasibility and Optimality
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