scientific article; zbMATH DE number 7011104

zbMATH Open1413.90192MaRDI QIDQ4615203FDOQ4615203

Authors: Tamás Szántai 

Publication date: 1 February 2019

Title of this publication is not available (Why is that?)

Recommendations

• scientific article; zbMATH DE number 1163791
• Probabilistic constrained optimization. Methodology and applications
• Approximations for chance-constrained programming problems
• Differentiability of the constraint functions in probabilistic constrained programs
• On the Bayesability of chance-constrained programming problems
• A linear programming approach for linear programs with probabilistic constraints
• Convex Approximations of Chance Constrained Programs
• Estimated stochastic programs with chance constraints
• Chance-constrained programming
• Convexity and optimization with copulæ structured probabilistic constraints

zbMATH Keywords

optimum valueprobabilistic constrained stochastic programming problem

Mathematics Subject Classification ID

Stochastic programming (90C15)

Cited In (3)

• Probabilistic programming with discrete distributions and precedence constrained knapsack polyhedra
• Change-constrained stochastic programming problem with normal, t and skew normal, skew t distributions
• On numerical calculation of probabilities according to Dirichlet distribution

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 Q4615203)