Convex relaxations of chance constrained optimization problems

DOI10.1007/s11590-013-0624-7zbMath1315.90026OpenAlexW2047682100MaRDI QIDQ2439484

Shabbir Ahmed

Publication date: 14 March 2014

Published in: Optimization Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11590-013-0624-7

zbMATH Keywords

convex optimizationboundschance constraints

Mathematics Subject Classification ID

Convex programming (90C25) Stochastic programming (90C15)

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Cites Work

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• Sample average approximation method for chance constrained programming: Theory and applications
• Uncertain convex programs: randomized solutions and confidence levels
• A Sample Approximation Approach for Optimization with Probabilistic Constraints
• Lectures on Stochastic Programming
• Deterministic approximations of probability inequalities
• A genetic algorithm for chance constrained programming
• Convex Approximations of Chance Constrained Programs
• An Integer Programming Approach for Linear Programs with Probabilistic Constraints

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