Partial sample average approximation method for chance constrained problems
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Cites work
- scientific article; zbMATH DE number 995813 (Why is no real title available?)
- A Sample Approximation Approach for Optimization with Probabilistic Constraints
- A model for dynamic chance constraints in hydro power reservoir management
- A sampling-and-discarding approach to chance-constrained optimization: feasibility and Optimality
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- Chance-Constrained Binary Packing Problems
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- Convex Approximations of Chance Constrained Programs
- Duality between coherent risk measures and stochastic dominance constraints in risk-averse optimization
- Lectures on Stochastic Programming
- Linear matrix inequalities with stochastically dependent perturbations and applications to chance-constrained semidefinite optimization
- Maximum probability shortest path problem
- On the concavity of multivariate probability distribution functions
- Risk-return trade-off with the scenario approach in practice: a case study in portfolio selection
- Sample average approximation method for chance constrained programming: Theory and applications
- The Scenario Approach to Robust Control Design
- Threshold Boolean form for joint probabilistic constraints with random technology matrix
- Uncertain convex programs: randomized solutions and confidence levels
- Variational Analysis
Cited in
(13)- A Framework for Solving Chance-Constrained Linear Matrix Inequality Programs
- Approximate methods for solving chance-constrained linear programs in probability measure space
- A sample average approximation approach for log-sigmoid approximation of chance constrained problem
- Solving chance-constrained problems via a smooth sample-based nonlinear approximation
- Sample average approximation method for chance constrained programming: Theory and applications
- Tight and Compact Sample Average Approximation for Joint Chance-Constrained Problems with Applications to Optimal Power Flow
- The robust binomial approach to chance-constrained optimization problems with application to stochastic partitioning of large process networks
- Robust approximation of chance constrained optimization with polynomial perturbation
- An adaptive sampling immune algorithm solving joint chance-constrained programming
- Optimized Bonferroni approximations of distributionally robust joint chance constraints
- Piecewise linear approximation methods with stochastic sampling sites
- Chance-constrained sets approximation: a probabilistic scaling approach
- Minimizing buffered probability of exceedance by progressive hedging
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