scientific article; zbMATH DE number 995813
From MaRDI portal
Publication:3126752
Recommendations
- scientific article; zbMATH DE number 772850
- scientific article; zbMATH DE number 3375252
- scientific article; zbMATH DE number 1260461
- scientific article; zbMATH DE number 663895
- State-of-the-Art-Survey—Stochastic Programming: Computation and Applications
- Stochastic programming with random processes
- Computations in stochastic programming
- Stochastic programming approach to optimization under uncertainty
- scientific article; zbMATH DE number 1163813
Cited in
(only showing first 100 items - show all)- Probabilistic constraints via SQP solver: application to a renewable energy management problem
- An approximation framework for two-stage ambiguous stochastic integer programs under mean-MAD information
- On strong unimodality of multivariate discrete distributions
- Convergence analysis for mathematical programs with distributionally robust chance constraint
- scientific article; zbMATH DE number 7733448 (Why is no real title available?)
- Probabilistic linearly constrained programming problems with lognormal random variables.
- Large-scale unit commitment under uncertainty: an updated literature survey
- On the influence of robustness measures on shape optimization with stochastic uncertainties
- Robust DC optimal power flow with modeling of solar power supply uncertainty via R-vine copulas
- Construction of confidence absorbing set for analysis of static stochastic systems
- scientific article; zbMATH DE number 2159173 (Why is no real title available?)
- Tighter reformulations using classical Dawson and Sankoff bounds for approximating two-stage chance-constrained programs
- Optimized Bonferroni approximations of distributionally robust joint chance constraints
- Generalized gradients for probabilistic/robust (probust) constraints
- A characterization of Nash equilibrium for the games with random payoffs
- Multiple response optimisation: an approach from multiobjective stochastic programming
- Proximal bundle methods for nonsmooth DC programming
- An adaptive model with joint chance constraints for a hybrid wind-conventional generator system
- Analysis of a chance-constrained new product risk model with multiple customer classes
- Risk aversion in two-stage stochastic integer programming
- Relaxations and approximations of chance constraints under finite distributions
- Probability maximization via Minkowski functionals: convex representations and tractable resolution
- A composite risk measure framework for decision making under uncertainty
- Motion Planning Under Uncertainty with Complex Agents and Environments via Hybrid Search
- Joint model of probabilistic-robust (probust) constraints applied to gas network optimization
- Flow-based formulations for operational fixed interval scheduling problems with random delays
- A comparison of four approaches from stochastic programming for large-scale unit-commitment
- Note on ``A chance-constrained programming framework to handle uncertainties in radiation therapy treatment planning
- Risk tomography
- Computation of some stochastic transportation problems using Essen inequality
- On the adaptivity gap in two-stage robust linear optimization under uncertain packing constraints
- Solving the interval-valued optimization problems based on the concept of null set
- Post-tax optimization with stochastic programming
- A stochastic network equilibrium model for electric power markets with uncertain demand
- Mean utility in the assurance region model
- Some properties of the unified skew-normal distribution
- An embarrassingly parallel method for large-scale stochastic programs
- Decomposition Algorithms for Two-Stage Distributionally Robust Mixed Binary Programs
- scientific article; zbMATH DE number 5007549 (Why is no real title available?)
- Convergence conditions for the observed mean method in stochastic programming
- Distributionally robust chance constraints for non-linear uncertainties
- The Karush-Kuhn-Tucker optimality conditions for multi-objective programming problems with fuzzy-valued objective functions
- Gradient formulae for nonlinear probabilistic constraints with non-convex quadratic forms
- Partial sample average approximation method for chance constrained problems
- Semidefinite programming for chance constrained optimization over semialgebraic sets
- Stochastic last mile relief network design with resource reallocation
- Robust sample average approximation
- On the convexity of level-sets of probability functions
- Optimization models of anti-terrorist protection
- New sufficient conditions for strong unimodality of multivariate discrete distributions
- Multiple shooting applied to robust reservoir control optimization including output constraints on coherent risk measures
- A chance constrained recourse approach for the portfolio selection problem
- Gradient formulae for probability functions depending on a heterogenous family of constraints
- Treatment of uncertain material interfaces in compressible flows
- Scenario MIN-MAX optimization and the risk of empirical costs
- A characterization of the subdifferential of singular Gaussian distribution functions
- A GRASP metaheuristic for the robust mapping and routing of dataflow process networks on manycore architectures
- Game Theoretical Approach for Reliable Enhanced Indexation
- A Stochastic Programming Model
- Chance constrained \(0-1\) quadratic programs using copulas
- Threshold Boolean form for joint probabilistic constraints with random technology matrix
- Safe autonomy under perception uncertainty using chance-constrained temporal logic
- Denials leak information: simulatable auditing
- Global rates of convergence of the MLEs of log-concave and \(s\)-concave densities
- A regularized simplex method
- Minimax regret solution to multiobjective linear programming problems with interval objective functions coefficients
- Rectangular chance constrained geometric optimization
- An inner-outer approximation approach to chance constrained optimization
- Stochastic binary problems with simple penalties for capacity constraints violations
- Selected topics in robust convex optimization
- Computational complexity of stochastic programming problems
- Stochastic mixed-integer programming for a spare parts inventory management problem
- Existence of Nash equilibrium for chance-constrained games
- Robust and reliable portfolio optimization formulation of a chance constrained problem
- Stochastic linear programming with a distortion risk constraint
- The Brunn-Minkowski inequality
- Sharp upper and lower bounds for maximum likelihood solutions to random Gaussian bilateral inequality systems
- Probabilistic programming for nitrate pollution control: Comparing different probabilistic constraint approximations
- (Sub-)gradient formulae for probability functions of random inequality systems under Gaussian distribution
- Energy of convex sets, shortest paths, and resistance
- Distributionally robust optimization with principal component analysis
- Efficiency of Monte Carlo computations in very high dimensional spaces
- A tractable approach for designing piecewise affine policies in two-stage adjustable robust optimization
- Economic oriented stochastic optimization in process control using Taguchi's method
- A joint model of probabilistic/robust constraints for gas transport management in stationary networks
- scientific article; zbMATH DE number 663895 (Why is no real title available?)
- A survey of adjustable robust optimization
- Wait-and-judge scenario optimization
- Stationary gas networks with compressor control and random loads: optimization with probabilistic constraints
- Stochastic geometric optimization with joint probabilistic constraints
- Convexity of Chance Constraints with Dependent Random Variables: The Use of Copulae
- Fuzzy linear programming problems: models and solutions
- On the approximability of adjustable robust convex optimization under uncertainty
- scientific article; zbMATH DE number 4089327 (Why is no real title available?)
- Ambiguous joint chance constraints under mean and dispersion information
- Multi-echelon supply chains with lead times and uncertain demands. A lot-sizing formulation and solutions
- Large-scale unit commitment under uncertainty
- Data-driven robust chance constrained problems: a mixture model approach
- Stochastic quadratic knapsack with recourse
- Evaluate fuzzy optimization problems based on biobjective programming problems
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3126752)