Publication:5201293

From MaRDI portal


zbMath1181.90204MaRDI QIDQ5201293

Dentcheva, Darinka

Publication date: 18 April 2006



65K05: Numerical mathematical programming methods

90C15: Stochastic programming


Related Items

An Inner-Outer Approximation Approach to Chance Constrained Optimization, Making opportunity sales in attended home delivery, Robot Dance: a mathematical optimization platform for intervention against COVID-19 in a complex network, Chance-constrained optimization under limited distributional information: a review of reformulations based on sampling and distributional robustness, Minimizing value-at-risk in single-machine scheduling, Nonanticipative duality, relaxations, and formulations for chance-constrained stochastic programs, A sampling-and-discarding approach to chance-constrained optimization: feasibility and Optimality, Robust stochastic dominance and its application to risk-averse optimization, Optimization with multivariate stochastic dominance constraints, \(\alpha \)-conservative approximation for probabilistically constrained convex programs, Mathematical programming approaches for generating \(p\)-efficient points, First-order dominance: stronger characterization and a bivariate checking algorithm, Risk and complexity in scenario optimization, Nonconvex and nonsmooth approaches for affine chance-constrained stochastic programs, Frameworks and results in distributionally robust optimization, Direct plastic structural design under random strength and random load by chance constrained programming, Optimal disturbance compensation for constrained linear systems operating in stationary conditions: a scenario-based approach, Inexact stabilized Benders' decomposition approaches with application to chance-constrained problems with finite support, Optimality conditions in optimization problems with convex feasible set using convexificators, FAST—Fast Algorithm for the Scenario Technique, Scenario Min-Max Optimization and the Risk of Empirical Costs