Robust approximations to joint chance-constrained problems

DOI10.16383/J.AAS.2015.E130268zbMATH Open1349.49002WikidataQ118420383 ScholiaQ118420383MaRDI QIDQ2991971FDOQ2991971

Authors: Ran Ding, Guoxiang Li, Qiqiang Li 

Publication date: 10 August 2016

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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)

Cited In (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
• Bayesian Joint Chance Constrained Optimization: Approximations and Statistical Consistency
• Approximating two-stage chance-constrained programs with classical probability bounds
• 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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