scientific article; zbMATH DE number 5018796

From MaRDI portal
Publication:5201292

zbMath1181.90248MaRDI QIDQ5201292

Arkadi Nemirovski, Alexander Shapiro

Publication date: 18 April 2006


Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.



Related Items

Data-driven robust chance constrained problems: a mixture model approach, Scenario Min-Max Optimization and the Risk of Empirical Costs, Reliable approximations of probability-constrained stochastic linear-quadratic control, Data-driven chance constrained stochastic program, Non-convex multiobjective optimization under uncertainty: a descent algorithm. Application to sandwich plate design and reliability, A stochastic multiple gradient descent algorithm, Nonconvex and nonsmooth approaches for affine chance-constrained stochastic programs, Frameworks and results in distributionally robust optimization, Optimization under Rare Chance Constraints, Joint chance-constrained staffing optimization in multi-skill call centers, From Infinite to Finite Programs: Explicit Error Bounds with Applications to Approximate Dynamic Programming, Scenario approximation of robust and chance-constrained programs, An Augmented Lagrangian Decomposition Method for Chance-Constrained Optimization Problems, Chance-Constrained Binary Packing Problems, On safe tractable approximations of chance constraints, Lagrangian decomposition and mixed-integer quadratic programming reformulations for probabilistically constrained quadratic programs, Multi-resource allocation in stochastic project scheduling, Risk-return trade-off with the scenario approach in practice: a case study in portfolio selection, An exact algorithm for the maximum probabilistic clique problem, A composite risk measure framework for decision making under uncertainty, Joint chance-constrained multi-objective multi-commodity minimum cost network flow problem with copula theory, Gradient-based simulation optimization under probability constraints, Primal-Dual Stochastic Gradient Method for Convex Programs with Many Functional Constraints, Solving Chance-Constrained Problems via a Smooth Sample-Based Nonlinear Approximation, Moment inequalities for sums of random matrices and their applications in optimization, A robust signal control system for equilibrium flow under uncertain travel demand and traffic delay, Probabilistic Partial Set Covering with an Oracle for Chance Constraints, Large-scale unit commitment under uncertainty: an updated literature survey, On distributionally robust chance constrained programs with Wasserstein distance, On two-stage convex chance constrained problems, Stochastic joint homecare service and capacity planning with nested decomposition approaches, Wait-and-judge scenario optimization, Analysis of a chance-constrained new product risk model with multiple customer classes, A robust approach to the chance-constrained knapsack problem, Robust optimization approximation for joint chance constrained optimization problem, A sampling-and-discarding approach to chance-constrained optimization: feasibility and Optimality, Optimizing financial and physical assets with chance-constrained programming in the electrical industry, Solving chance-constrained combinatorial problems to optimality, A relaxation algorithm with a probabilistic guarantee for robust deviation optimization, Statistical learning for probability-constrained stochastic optimal control, Portfolio optimization with irreversible long-term investments in renewable energy under policy risk: a mixed-integer multistage stochastic model and a moving-horizon approach, Stochastic programming approach to optimization under uncertainty, Stochastic mathematical programs with probabilistic complementarity constraints: SAA and distributionally robust approaches, Branch-and-cut approaches for chance-constrained formulations of reliable network design problems, Tractable algorithms for chance-constrained combinatorial problems, Cutting plane algorithms for solving a stochastic edge-partition problem, Rectangular chance constrained geometric optimization, Semidefinite Programming For Chance Constrained Optimization Over Semialgebraic Sets, A sparse chance constrained portfolio selection model with multiple constraints, A robust approach to warped Gaussian process-constrained optimization, Probabilistic Guarantees in Robust Optimization, Large-scale unit commitment under uncertainty, Optimized Bonferroni approximations of distributionally robust joint chance constraints, Risk and complexity in scenario optimization, Technical Note—Two-Stage Sample Robust Optimization