Structural properties of linear probabilistic constraints
From MaRDI portal
Publication:5423149
DOI10.1080/02331930701421046zbMath1149.90110OpenAlexW2013006982MaRDI QIDQ5423149
Publication date: 22 October 2007
Published in: Optimization (Search for Journal in Brave)
Full work available at URL: http://edoc.hu-berlin.de/18452/8994
Related Items (24)
On the influence of robustness measures on shape optimization with stochastic uncertainties ⋮ ALSO-X and ALSO-X+: Better Convex Approximations for Chance Constrained Programs ⋮ Nonconvex and nonsmooth approaches for affine chance-constrained stochastic programs ⋮ Approximation of probabilistic constraints in stochastic programming problems with a probability measure kernel ⋮ A polyhedral study on chance constrained program with random right-hand side ⋮ Joint chance-constrained Markov decision processes ⋮ Solving Chance-Constrained Problems via a Smooth Sample-Based Nonlinear Approximation ⋮ A redundancy detection algorithm for fuzzy stochastic multi-objective linear fractional programming problems ⋮ Optimization of a continuous distillation process under random inflow rate. ⋮ Stochastic Optimization of Electricity Portfolios: Scenario Tree Modeling and Risk Management ⋮ A second-order cone programming formulation for two player zero-sum games with chance constraints ⋮ Threshold Boolean form for joint probabilistic constraints with random technology matrix ⋮ Distributionally robust polynomial chance-constraints under mixture ambiguity sets ⋮ Chance-constrained games with mixture distributions ⋮ An equivalent mathematical program for games with random constraints ⋮ Cell-and-bound algorithm for chance constrained programs with discrete distributions ⋮ Existence of Nash equilibrium for chance-constrained games ⋮ Variational inequality formulation for the games with random payoffs ⋮ Convexity of Gaussian chance constraints and of related probability maximization problems ⋮ General sum games with joint chance constraints ⋮ Games with distributionally robust joint chance constraints ⋮ Bounds for probabilistic programming with application to a blend planning problem ⋮ Convexity of chance constraints with independent random variables ⋮ A sparse chance constrained portfolio selection model with multiple constraints
Cites Work
- Stability analysis for stochastic programs
- Uniform convergence of probability measures: Topological criteria
- Hölder and Lipschitz stability of solution sets in programs with probabilistic constraints
- Elliptically Symmetric Distributions: A Review and Bibliography
- Probabilistically Constrained Linear Programs and Risk-Adjusted Controller Design
- A Stochastic Programming Model
This page was built for publication: Structural properties of linear probabilistic constraints