| Publication | Date of Publication | Type |
|---|
A New Variation of Point Collocation: The Meshless Finite Mixture (MFM) Method
International Journal for Computational Methods in Engineering Science and Mechanics | 2024-08-12 | Paper |
| Optimized Dimensionality Reduction for Moment-based Distributionally Robust Optimization | 2023-05-06 | Paper |
Asymptotically tight conic approximations for chance-constrained AC optimal power flow
European Journal of Operational Research | 2022-11-17 | Paper |
Computationally Efficient Approximations for Distributionally Robust Optimization Under Moment and Wasserstein Ambiguity
INFORMS Journal on Computing | 2022-07-01 | Paper |
A Framework for Solving Chance-Constrained Linear Matrix Inequality Programs
INFORMS Journal on Computing | 2022-06-27 | Paper |
| Data-Driven Robust Optimization Using Scenario-Induced Uncertainty Sets | 2021-07-11 | Paper |
Notoriously hard (mixed-)binary QPs: empirical evidence on new completely positive approaches
Computational Management Science | 2019-11-27 | Paper |
Partial sample average approximation method for chance constrained problems
Optimization Letters | 2019-07-10 | Paper |
Distributionally robust optimization with principal component analysis
SIAM Journal on Optimization | 2018-07-03 | Paper |
Chance-constrained economic dispatch with renewable energy and storage
Computational Optimization and Applications | 2018-06-13 | Paper |
A joint chance-constrained programming approach for the single-item capacitated lot-sizing problem with stochastic demand
Annals of Operations Research | 2018-06-12 | Paper |
A fresh CP look at mixed-binary QPs: new formulations and relaxations
Mathematical Programming. Series A. Series B | 2017-12-01 | Paper |
Stochastic semidefinite optimization using sampling methods
Operations Research and Enterprise Systems | 2017-07-26 | Paper |
New reformulations of distributionally robust shortest path problem
Computers & Operations Research | 2016-11-17 | Paper |
Random-payoff two-person zero-sum game with joint chance constraints
European Journal of Operational Research | 2016-10-07 | Paper |
Chance constrained \(0-1\) quadratic programs using copulas
Optimization Letters | 2015-10-06 | Paper |
Maximum probability shortest path problem
Discrete Applied Mathematics | 2015-08-18 | Paper |
Distributionally robust stochastic knapsack problem
SIAM Journal on Optimization | 2014-12-12 | Paper |
A completely positive representation of \(0\)-\(1\) linear programs with joint probabilistic constraints
Operations Research Letters | 2014-05-15 | Paper |
A second-order cone programming approach for linear programs with joint probabilistic constraints
Operations Research Letters | 2012-11-08 | Paper |
A second-order cone programming approximation to joint chance-constrained linear programs
Lecture Notes in Computer Science | 2012-11-02 | Paper |
Nonparametric statistical analysis of structural change points in volatility models for dependent time series
Journal of Shanghai University. Natural Science | 2012-10-05 | Paper |
| Nonparametric Bayesian estimation based on interval censored data | 2011-02-05 | Paper |
