Approximating two-stage chance-constrained programs with classical probability bounds
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Publication:2329660
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Cites work
- A branch-and-cut decomposition algorithm for solving chance-constrained mathematical programs with finite support
- A lower bound on the probability of a finite union of events
- A lower bound on the probability of a union
- A Sample Approximation Approach for Optimization with Probabilistic Constraints
- An adaptive model with joint chance constraints for a hybrid wind-conventional generator system
- An Inequality for Probabilities
- An integer programming approach for linear programs with probabilistic constraints
- Bonferroni inequalities
- Boole-Bonferroni Inequalities and Linear Programming
- Bounding the probability of the union of events by aggregation and disaggregation in linear programs
- Chance-constrained programming
- Closed Form Two-Sided Bounds for Probabilities that At Least r and Exactly r Out of n Events Occur
- Computability of global solutions to factorable nonconvex programs: Part I — Convex underestimating problems
- Contributions to the theory of stochastic programming
- Decomposition algorithms for two-stage chance-constrained programs
- Deterministic approximations of probability inequalities
- Deterministic Equivalents for Optimizing and Satisficing under Chance Constraints
- scientific article; zbMATH DE number 3026527 (Why is no real title available?)
- Inequalities for the probability of the occurrence of at least m out of n events
- Lower bounds on the probability of a finite union of events
- Most Stringent Bounds on Aggregated Probabilities of Partially Specified Dependent Probability Systems
- Sharp Bounds on Probabilities Using Linear Programming
- The use of discrete moment bounds in probabilistic constrained stochastic programming models
- Tight formulations for some simple mixed integer programs and convex objective integer programs
Cited in
(8)- Bounds for probabilistic programming with application to a blend planning problem
- Joint chance-constrained staffing optimization in multi-skill call centers
- Modeling flexible generator operating regions via chance-constrained stochastic unit commitment
- Robust approximations to joint chance-constrained problems
- A Probabilistic Lower Bound for Two-Stage Stochastic Programs
- Distributionally robust chance constraints for non-linear uncertainties
- Statistical performance of subgradient step-size update rules in Lagrangian relaxations of chance-constrained optimization models
- Tighter reformulations using classical Dawson and Sankoff bounds for approximating two-stage chance-constrained programs
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