Shen Peng

Available identifiers

zbMath Open peng.shenMaRDI QIDQ779766

List of research outcomes

Publication	Date of Publication	Type
Mathematical programs with distributionally robust chance constraints: statistical robustness, discretization and reformulation	2024-06-14	Paper
Bounds for probabilistic programming with application to a blend planning problem	2021-12-13	Paper
Chance-constrained games with mixture distributions	2021-11-02	Paper
Quasi-Newton methods for minimizing a quadratic function subject to uncertainty	2021-08-31	Paper
Games with distributionally robust joint chance constraints	2021-08-19	Paper
Stochastic mathematical programs with probabilistic complementarity constraints: SAA and distributionally robust approaches	2021-08-09	Paper
A sparse chance constrained portfolio selection model with multiple constraints	2020-08-07	Paper
Rectangular chance constrained geometric optimization	2020-07-14	Paper
General sum games with joint chance constraints	2020-02-10	Paper
Data-driven robust chance constrained problems: a mixture model approach	2018-11-27	Paper

Research outcomes over time

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