Programming under probabilistic constraints with a random technology matrix
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Cited in
(16)- Convexity of chance constraints with independent random variables
- SLP-IOR: An interactive model management system for stochastic linear programs
- Properties of chance constraints in infinite dimensions with an application to PDE constrained optimization
- Cell-and-bound algorithm for chance constrained programs with discrete distributions
- Frameworks and results in distributionally robust optimization
- Eventual convexity of probability constraints with elliptical distributions
- Multi-market portfolio optimization with conditional value at risk
- A branch-and-cut decomposition algorithm for solving chance-constrained mathematical programs with finite support
- scientific article; zbMATH DE number 513090 (Why is no real title available?)
- Threshold Boolean form for joint probabilistic constraints with random technology matrix
- ALSO-X and ALSO-X+: Better Convex Approximations for Chance Constrained Programs
- Joint chance constrained programming with dependent parameters
- Uniform quasi-concavity in probabilistic constrained stochastic programming
- ALSO-X \#: better convex approximations for distributionally robust chance constrained programs
- Handling CVaR objectives and constraints in two-stage stochastic models
- IIS branch-and-cut for joint chance-constrained stochastic programs and application to optimal vaccine allocation
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