Optimized Bonferroni approximations of distributionally robust joint chance constraints
From MaRDI portal
Publication:2118072
DOI10.1007/S10107-019-01442-8zbMATH Open1489.90096OpenAlexW2987829099WikidataQ126835028 ScholiaQ126835028MaRDI QIDQ2118072FDOQ2118072
Authors: Weijun Xie, S. Ahmed, Ruiwei Jiang 
Publication date: 22 March 2022
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10107-019-01442-8
Recommendations
- Distributionally robust joint chance constrained problem under moment uncertainty
- Distributionally robust joint chance constraints with second-order moment information
- On deterministic reformulations of distributionally robust joint chance constrained optimization problems
- Robust approximations to joint chance-constrained problems
- Distributionally Robust Chance Constrained Geometric Optimization
Cites Work
- Variational Analysis
- Title not available (Why is that?)
- From CVaR to uncertainty set: implications in joint chance-constrained optimization
- Title not available (Why is that?)
- The ellipsoid method and its consequences in combinatorial optimization
- Distributionally robust joint chance constraints with second-order moment information
- On distributionally robust chance-constrained linear programs
- Convex relaxations of chance constrained optimization problems
- Distributionally Robust Stochastic Knapsack Problem
- Distributionally robust optimization under moment uncertainty with application to data-driven problems
- A Sample Approximation Approach for Optimization with Probabilistic Constraints
- Minimax analysis of stochastic problems
- The Scenario Approach to Robust Control Design
- Convex Approximations of Chance Constrained Programs
- Bounding the probability of the union of events by aggregation and disaggregation in linear programs
- An upper bound for the probability of a union
- Computability of global solutions to factorable nonconvex programs: Part I — Convex underestimating problems
- Worst-Case Value-At-Risk and Robust Portfolio Optimization: A Conic Programming Approach
- Chance-Constrained Binary Packing Problems
- Data-driven chance constrained stochastic program
- Title not available (Why is that?)
- Nonanticipative duality, relaxations, and formulations for chance-constrained stochastic programs
- An integer programming approach for linear programs with probabilistic constraints
- A lower bound on the probability of a finite union of events
- Sharpness of Fr�chet-bounds
- Scenario approximations of chance constraints
- Title not available (Why is that?)
- Title not available (Why is that?)
- A Stochastic Programming Model
- Title not available (Why is that?)
- On the concavity of multivariate probability distribution functions
- Probabilistically Constrained Linear Programs and Risk-Adjusted Controller Design
- Stochastic 0-1 linear programming under limited distributional information
- Distributionally Robust Convex Optimization
- Data-driven distributionally robust optimization using the Wasserstein metric: performance guarantees and tractable reformulations
- Ambiguous Joint Chance Constraints Under Mean and Dispersion Information
- A distributionally robust perspective on uncertainty quantification and chance constrained programming
- Généralisation du théorème des probabilités totales
- Ambiguous risk constraints with moment and unimodality information
- Partial sample average approximation method for chance constrained problems
- Computing bounds for the probability of the union of events by different methods
- On Deterministic Reformulations of Distributionally Robust Joint Chance Constrained Optimization Problems
- Ambiguous Chance-Constrained Binary Programs under Mean-Covariance Information
Cited In (15)
- Building Load Control Using Distributionally Robust Chance-Constrained Programs with Right-Hand Side Uncertainty and the Risk-Adjustable Variants
- On approximations of data-driven chance constrained programs over Wasserstein balls
- Special issue: topics in stochastic programming
- Distributionally robust joint chance-constrained programming with Wasserstein metric
- Bayesian Joint Chance Constrained Optimization: Approximations and Statistical Consistency
- On distributionally robust chance constrained programs with Wasserstein distance
- Distributionally robust joint chance constraints with second-order moment information
- Wasserstein distributionally robust chance-constrained program with moment information
- A distributionally robust chance-constrained model for humanitarian relief network design
- Moment-based distributionally robust joint chance constrained optimization for service network design under demand uncertainty
- Chance-constrained optimization under limited distributional information: a review of reformulations based on sampling and distributional robustness
- Extremal Probability Bounds in Combinatorial Optimization
- Joint chance-constrained staffing optimization in multi-skill call centers
- Frameworks and results in distributionally robust optimization
- A conflict-directed approach to chance-constrained mixed logical linear programming
This page was built for publication: Optimized Bonferroni approximations of distributionally robust joint chance constraints
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2118072)
