Chance Constrained Programming with Joint Constraints

Cited In (99)

A sparse enhanced indexation model with chance and cardinality constraints
Convergence analysis on a smoothing approach to joint chance constrained programs
A smooth non-parametric estimation framework for safety-first portfolio optimization
An Augmented Lagrangian Decomposition Method for Chance-Constrained Optimization Problems
A numerical method for two-stage stochastic programs under uncertainty
\(\alpha \)-conservative approximation for probabilistically constrained convex programs
Probabilistic programming for nitrate pollution control: Comparing different probabilistic constraint approximations
Probabilistic programming models for traffic incident management operations planning
A branch and bound method for stochastic integer problems under probabilistic constraints
Constrained optimization with stochastic feasibility regions applied to vehicle path planning
Distributionally robust chance constraints for non-linear uncertainties
A linear approximation method for solving a special class of the chance constrained programming problem
Safe autonomy under perception uncertainty using chance-constrained temporal logic
Selected topics in robust convex optimization
Monte Carlo methods for value-at-risk and conditional value-at-risk: a review
Gradient and Hessian of joint probability function with applications on chance-constrained programs
Semidefinite programming for chance constrained optimization over semialgebraic sets
A utility theory based interactive approach to robustness in linear optimization
Cell-and-bound algorithm for chance constrained programs with discrete distributions
Ambiguous risk constraints with moment and unimodality information
Decomposition algorithms for two-stage chance-constrained programs
Data-driven chance constrained stochastic program
Stochastic nonlinear resource allocation problem
An acceptance region theory for chance-constrained programming
Convexity of chance constrained programming problems with respect to a new generalized concavity notion
Multi-objective stochastic transportation problem involving three-parameter extreme value distribution
A sampling-and-discarding approach to chance-constrained optimization: feasibility and Optimality
Beam search heuristic to solve stochastic integer problems under probabilistic constraints
Die Ermittlung effizienter Lösungen zur stochastischen linearen Optimierungsaufgabe
A smoothing function approach to joint chance-constrained programs
Distributionally robust joint chance constraints with second-order moment information
A heuristic approach for resource constrained project scheduling with uncertain activity durations
Computation of probabilistic linear programming problems involving normal and log-normal random variables with a joint constraint
Stochastic programming models for air quality management
A participatory budget model under uncertainty
Using integer programming for balancing return and risk in problems with individual chance constraints
Convexity of chance constraints with independent random variables
Assigning resources and targets to an organization's activities
A multi-objective bi-level location planning problem for stone industrial parks
Probability maximization via Minkowski functionals: convex representations and tractable resolution
Estimated stochastic programs with chance constraints
A joint chance-constrained programming model with row dependence
Rectangular chance constrained geometric optimization
On mixing sets arising in chance-constrained programming
Survey of mathematical programming models in air pollution management
Probabilistic constraints in primal and dual linear programs: Duality results
Stochastic optimization for blending problem in brass casting industry
A second-order cone programming approach for linear programs with joint probabilistic constraints
Bounds for probabilistic integer programming problems
On safe tractable approximations of chance constraints
Mathematical programming methods for microgrid design and operations: a survey on deterministic and stochastic approaches
A probabilistic model applied to emergency service vehicle location
An exact algorithm for linear integer programming problems with distributionally robust chance constraints
A polyhedral study of the static probabilistic lot-sizing problem
Stochastic geometric optimization with joint probabilistic constraints
Use of chance-constrained programming to account for stochastic variation in the A-matrix of large-scale linear programs: A forestry application
Reliable approximations of probability-constrained stochastic linear-quadratic control
Data-driven robust chance constrained problems: a mixture model approach
Sharp upper and lower bounds for maximum likelihood solutions to random Gaussian bilateral inequality systems
Algorithm developments for optimization problems with joint reliability constraints
A conflict-directed approach to chance-constrained mixed logical linear programming
A fuzzy goal programming method for solving chance constrained programming with fuzzy parameters
A completely positive representation of \(0\)-\(1\) linear programs with joint probabilistic constraints
DMAC: Deadline-Miss-Aware Control
Robust approximation of chance constrained DC optimal power flow under decision-dependent uncertainty
Copula theory approach to stochastic geometric programming
Risk-Sensitive Reinforcement Learning via Policy Gradient Search
A simulated annealing approach for reliability-based chance-constrained programming
Distributionally robust polynomial chance-constraints under mixture ambiguity sets
Joint chance constrained programming with dependent parameters
Distributionally robust joint chance-constrained programming: Wasserstein metric and second-order moment constraints
Cycle Time Estimation of a Multiple Product Production Line: An Approach With Fuzzy and Chance-Constrained Programming
Enhanced branch-and-bound algorithm for chance constrained programs with Gaussian mixture models
A robust bank asset allocation model integrating credit-rating migration risk and capital adequacy ratio regulations
A smooth approximation approach for optimization with probabilistic constraints based on sigmoid function
Chance constrained selection of the best
On the quantification of aleatory and epistemic uncertainty using sliced-normal distributions
Chance constrained programming with some non-normal continuous random variables
Focus programming: a bi‐level programming approach to static stochastic optimization problems
Stochastic programming problems involving Pareto distribution
Exploiting structure of chance constrained programs via submodularity
A polynomial approximation-based approach for chance-constrained optimization
Moment-based distributionally robust joint chance constrained optimization for service network design under demand uncertainty
Approximation of probabilistic constraints in stochastic programming problems with a probability measure kernel
A stochastic approximation method for approximating the efficient frontier of chance-constrained nonlinear programs
Approximation schemes for districting problems with probabilistic constraints
Genetic algorithm-based fuzzy goal programming for class of chance-constrained programming problems
Distributionally robust joint chance constrained problem under moment uncertainty
Chance-constrained set covering with Wasserstein ambiguity
Chance-constrained sets approximation: a probabilistic scaling approach
Bilevel programming approaches to production planning for multiple products with short life cycles
On separable product functions
Integrated ad delivery planning for targeted display advertising
Chance-constrained optimization under limited distributional information: a review of reformulations based on sampling and distributional robustness
A D.C. approximation approach for optimization with probabilistic constraints based on Chen-Harker-Kanzow-Smale smooth plus function
Integrating unimodality into distributionally robust optimal power flow
Stochastic simulation based genetic algorithm for chance constraint programming problems with some discrete random variables
An approximation-based approach for chance-constrained vehicle routing and air traffic control problems
Stochastic simulation-based genetic algorithm for chance constraint programming problems with continuous random variables

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