A survey on probabilistically constrained optimization problems

DOI10.3934/NACO.2012.2.767zbMATH Open1259.90080OpenAlexW2313000303MaRDI QIDQ1940960FDOQ1940960

Authors: Xiaodi Bai, Xiaoling Sun, X. J. Zheng 

Publication date: 11 March 2013

Published in: Numerical Algebra, Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3934/naco.2012.2.767

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zbMATH Keywords

stochastic programmingprobabilistic constraintsconvex approximation methodDC approachinteger programming approach

Mathematics Subject Classification ID

Nonconvex programming, global optimization (90C26) Stochastic programming (90C15)

Cited In (7)

• Title not available (Why is that?)
• Optimization models with probabilistic constraints
• Convexity and optimization with copulæ structured probabilistic constraints
• A survey on the probabilistically constrained optimization problem
• On the problem of possibilistic-probabilistic optimization with constraints on possibility/probability
• Advances and applications of chance-constrained approaches to systems optimisation under uncertainty
• Pattern-based modeling and solution of probabilistically constrained optimization problems

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