Probabilistically Constrained Linear Programs and Risk-Adjusted Controller Design
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- Bounds for probabilistic programming with application to a blend planning problem
- A stochastic approximation method for approximating the efficient frontier of chance-constrained nonlinear programs
- Optimized Bonferroni approximations of distributionally robust joint chance constraints
- On two-stage convex chance constrained problems
- Set-membership identification and fault detection using a Bayesian framework
- Probability-constrained analysis, filtering and control
- ALSO-X and ALSO-X+: Better Convex Approximations for Chance Constrained Programs
- On the convexity of level-sets of probability functions
- Optimization under rare chance constraints
- An Augmented Lagrangian Decomposition Method for Chance-Constrained Optimization Problems
- Structural properties of linear probabilistic constraints
- Semidefinite programming for chance constrained optimization over semialgebraic sets
- A class of mix design problems: formulation, solution methods and applications
- Probability maximization via Minkowski functionals: convex representations and tractable resolution
- Explicit use of probabilistic distributions in linear predictive control
- Chance-constrained optimization under limited distributional information: a review of reformulations based on sampling and distributional robustness
- Risk-Aware Linear Quadratic Control Using Conditional Value-at-Risk
- Bayesian Joint Chance Constrained Optimization: Approximations and Statistical Consistency
- Convexity and convex approximations of discrete-time stochastic control problems with constraints
- Enhanced branch-and-bound algorithm for chance constrained programs with Gaussian mixture models
- Robust approximation of chance constrained optimization with polynomial perturbation
- ALSO-X \#: better convex approximations for distributionally robust chance constrained programs
- A biobjective chance constrained optimization model to evaluate the economic and environmental impacts of biopower supply chains
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