Optimization under probabilistic envelope constraints
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Publication:4648264
DOI10.1287/OPRE.1120.1054zbMATH Open1251.90301OpenAlexW2122656899MaRDI QIDQ4648264FDOQ4648264
Authors: Huan Xu, Constantine Caramanis, Shie Mannor 
Publication date: 8 November 2012
Published in: Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1287/opre.1120.1054
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Cited In (16)
- Generalized Gauss inequalities via semidefinite programming
- Probabilistic guarantees in robust optimization
- Computational tractability of chance constrained data envelopment analysis
- Distributionally robust chance constraints for non-linear uncertainties
- Properties of chance constraints in infinite dimensions with an application to PDE constrained optimization
- Semidefinite programming for chance constrained optimization over semialgebraic sets
- Robust adaptive routing under uncertainty
- A distributionally robust perspective on uncertainty quantification and chance constrained programming
- The envelope theorem in dynamic optimization
- Lagrangian relaxation based heuristics for a chance-constrained optimization model of a hybrid solar-battery storage system
- Chance-constrained set covering with Wasserstein ambiguity
- Distributionally robust chance constrained problem under interval distribution information
- Chance-constrained optimization under limited distributional information: a review of reformulations based on sampling and distributional robustness
- Frameworks and results in distributionally robust optimization
- Target-Oriented Distributionally Robust Optimization and Its Applications to Surgery Allocation
- Ambiguous joint chance constraints under mean and dispersion information
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