scientific article; zbMATH DE number 3743019

MaRDI QIDQ3929545zbMATH OpenFDO

Authors András Prékopa, I. Deák, Sandor Ganczer, Karoly Patyi

Publication date 1980

zbMATH Keywords

computational resultscomputer programprobabilistic constraintssolution algorithmSTABIL

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Operations research and management science (90B99) Stochastic programming (90C15) Applications of mathematical programming (90C90)

Cited in

(9)

• Estimated stochastic programs with chance constraints
• Linear regression estimators for multinormal distributions in optimization of stochastic programming problems
• Applications of stochastic programming under incomplete information
• A derivative-free trust-region algorithm with copula-based models for probability maximization problems
• Improving the computational efficiency of stochastic programs using automated algorithm configuration: an application to decentralized energy systems
• Relaxations for probabilistically constrained stochastic programming problems: review and extensions
• Random descent steps in a probability maximization scheme
• Probability functions, differentiability, arbitrary laws and mixtures of ellipticals
• A discussion of probability functions and constraints from a variational perspective

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