Global optimization of robust chance constrained problems
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Publication:1029686
DOI10.1007/S10898-007-9244-ZzbMATH Open1190.90113OpenAlexW2124167738MaRDI QIDQ1029686FDOQ1029686
Authors: Efstratios N. Pistikopoulos, Panos Parpas, Berç Rustem 
Publication date: 13 July 2009
Published in: Journal of Global Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10898-007-9244-z
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Cited In (14)
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- Convergence analysis of a global optimization algorithm using stochastic differential equations
- Globalized Robust Optimization for Nonlinear Uncertain Inequalities
- A sequential algorithm for solving nonlinear optimization problems with chance constraints
- A review of recent advances in global optimization
- A utility theory based interactive approach to robustness in linear optimization
- Robust analysis and global optimization
- Global optimization with orthogonality constraints via stochastic diffusion on manifold
- Ambiguous chance constrained problems and robust optimization
- The robust binomial approach to chance-constrained optimization problems with application to stochastic partitioning of large process networks
- Title not available (Why is that?)
- Gamma distribution approach in chance-constrained stochastic programming model
- Expected improvement based infill sampling for global robust optimization of constrained problems
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