Robust approximations to joint chance-constrained problems

DOI10.16383/J.AAS.2015.E130268MaRDI QIDQ2991971zbMATH OpenWikidataFDO

Authors Ran Ding, Guoxiang Li, Qiqiang Li

Publication date 10 August 2016

zbMATH Keywords

approximationrobust optimizationuncertain setjoint chance constraints

Mathematics Subject Classification ID

Approximation methods and heuristics in mathematical programming (90C59) Existence of optimal solutions belonging to restricted classes (Lipschitz controls, bang-bang controls, etc.) (49J30)

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(16)

• Tighter reformulations using classical Dawson and Sankoff bounds for approximating two-stage chance-constrained programs
• A second-order cone programming approximation to joint chance-constrained linear programs
• Joint chance constrained input shaping
• Safe approximations for distributionally robust joint chance constrained program
• From CVaR to uncertainty set: implications in joint chance-constrained optimization
• Approximating two-stage chance-constrained programs with classical probability bounds
• Bayesian Joint Chance Constrained Optimization: Approximations and Statistical Consistency
• Distributionally robust joint chance constraints with second-order moment information
• Convex approximations of chance constrained programs for least squares inequality
• Constrained bundle methods for upper inexact oracles with application to joint chance constrained energy problems
• Optimized Bonferroni approximations of distributionally robust joint chance constraints
• Distributionally robust joint chance constrained problem under moment uncertainty
• On safe tractable approximations of chance constraints
• A smoothing function approach to joint chance constrained programs
• ALSO-X and ALSO-X+: Better Convex Approximations for Chance Constrained Programs
• Robust optimization approximation for joint chance constrained optimization problem

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