Chance constrained 0-1 quadratic programs using copulas
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Publication:499685
DOI10.1007/S11590-015-0854-YzbMATH Open1332.90180OpenAlexW2087429061MaRDI QIDQ499685FDOQ499685
Authors: Jianqiang Cheng, Michal Houda, Abdel Lisser 
Publication date: 6 October 2015
Published in: Optimization Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11590-015-0854-y
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- A completely positive representation of \(0\)-\(1\) linear programs with joint probabilistic constraints
- L’algebre de Boole et ses applications en recherche operationnelle
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Cited In (18)
- Convexity of Chance Constraints with Dependent Random Variables: The Use of Copulae
- Distributionally Robust Chance Constrained Geometric Optimization
- Copula theory approach to stochastic geometric programming
- Distributionally robust joint chance-constrained programming: Wasserstein metric and second-order moment constraints
- Convexity and optimization with copulæ structured probabilistic constraints
- Mixed integer programming for the 0--1 maximum probability model.
- Joint chance-constrained multi-objective multi-commodity minimum cost network flow problem with copula theory
- Nonlinear chance constrained problems: optimality conditions, regularization and solvers
- Flow-based formulations for operational fixed interval scheduling problems with random delays
- Bounds for probabilistic programming with application to a blend planning problem
- Joint chance constrained shortest path problem with Copula theory
- Distributionally robust joint chance-constrained support vector machines
- Distributionally robust maximum probability shortest path problem
- An improved convex 0-1 quadratic program reformulation for chance-constrained quadratic knapsack problems
- Global probability maximization for a Gaussian bilateral inequality in polynomial time
- Chance-constrained optimization under limited distributional information: a review of reformulations based on sampling and distributional robustness
- Joint chance-constrained Markov decision processes
- A completely positive representation of \(0\)-\(1\) linear programs with joint probabilistic constraints
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