Optimization under probabilistic envelope constraints
From MaRDI portal
(Redirected from Publication:4648264)
Recommendations
- Uncertain convex programs: randomized solutions and confidence levels
- A Sample Approximation Approach for Optimization with Probabilistic Constraints
- scientific article; zbMATH DE number 3915532
- Distributionally robust chance constraints for non-linear uncertainties
- On distributionally robust chance-constrained linear programs
Cited in
(23)- Distributionally robust chance constrained problem under interval distribution information
- Properties of chance constraints in infinite dimensions with an application to PDE constrained optimization
- Computational tractability of chance constrained data envelopment analysis
- Lagrangian relaxation based heuristics for a chance-constrained optimization model of a hybrid solar-battery storage system
- Frameworks and results in distributionally robust optimization
- A distributionally robust perspective on uncertainty quantification and chance constrained programming
- Generalized Gauss inequalities via semidefinite programming
- Chance-constrained set covering with Wasserstein ambiguity
- Ambiguous joint chance constraints under mean and dispersion information
- Robust adaptive routing under uncertainty
- Probabilistic guarantees in robust optimization
- Target-Oriented Distributionally Robust Optimization and Its Applications to Surgery Allocation
- Semidefinite programming for chance constrained optimization over semialgebraic sets
- Distributionally robust chance constraints for non-linear uncertainties
- Chance-constrained optimization under limited distributional information: a review of reformulations based on sampling and distributional robustness
- Distributionally robust optimization problem with probabilistic envelope constraints over Wasserstein ball
- Data-driven approximation of distributionally robust chance constraints using Bayesian credible intervals
- Distributionally robust optimization
- Integer programming approaches for distributionally robust chance constraints with adjustable risks
- A decomposition algorithm for distributionally robust chance-constrained programs with polyhedral ambiguity set
- Stochastic interior-point methods for smooth conic optimization with applications
- Chance-constrained set multicover problem
- The envelope theorem in dynamic optimization
This page was built for publication: Optimization under probabilistic envelope constraints
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4648264)