Concavity and efficient points of discrete distributions in probabilistic programming.
From MaRDI portal
Publication:5926331
Recommendations
Cited in
(80)- Chance constrained unit commitment approximation under stochastic wind energy
- Joint chance-constrained multi-objective multi-commodity minimum cost network flow problem with copula theory
- Bounds for probabilistic programming with application to a blend planning problem
- Gaining traction: on the convergence of an inner approximation scheme for probability maximization
- Generalized differentiation of probability functions: parameter dependent sets given by intersections of convex sets and complements of convex sets
- Robust approximation of chance constrained DC optimal power flow under decision-dependent uncertainty
- Chance-constrained optimization under limited distributional information: a review of reformulations based on sampling and distributional robustness
- Analysis of a chance-constrained new product risk model with multiple customer classes
- On risk evaluation and control of distributed multi-agent systems
- An algorithm for binary linear chance-constrained problems using IIS
- An algorithm to solve a quantile optimization problem with loss function having a separable structure, and its application to an aerospace problem
- Approximation of probabilistic constraints in stochastic programming problems with a probability measure kernel
- Chance-constrained sets approximation: a probabilistic scaling approach
- A solution algorithm for chance-constrained problems with integer second-stage recourse decisions
- Chance-constrained programs with convex underlying functions: a bilevel convex optimization perspective
- Derivatives of probability functions: unions of polyhedra and elliptical distributions
- Generalized differentiation of probability functions acting on an infinite system of constraints
- Single commodity stochastic network design under probabilistic constraint with discrete random variables
- Uniform quasi-concavity in probabilistic constrained stochastic programming
- An integer programming approach for linear programs with probabilistic constraints
- MIP reformulations of the probabilistic set covering problem
- Scenario MIN-MAX optimization and the risk of empirical costs
- Probabilistic modeling of multiperiod service levels
- IIS branch-and-cut for joint chance-constrained stochastic programs and application to optimal vaccine allocation
- Mixed integer linear programming formulations for probabilistic constraints
- Pattern definition of the \(p\)-efficiency concept
- Risk-return trade-off with the scenario approach in practice: a case study in portfolio selection
- On two-stage convex chance constrained problems
- Chance-constrained problems and rare events: an importance sampling approach
- Decomposition algorithms for two-stage chance-constrained programs
- Analysis and optimization of recruitment stocking problems
- Multivariate value at risk and related topics
- Rectangular chance constrained geometric optimization
- The robust binomial approach to chance-constrained optimization problems with application to stochastic partitioning of large process networks
- An Augmented Lagrangian Decomposition Method for Chance-Constrained Optimization Problems
- A sequential algorithm for solving nonlinear optimization problems with chance constraints
- Sample average approximation method for chance constrained programming: Theory and applications
- Probabilistic optimization via approximate \(p\)-efficient points and bundle methods
- Solving joint chance constrained problems using regularization and Benders' decomposition
- Branch-and-cut approaches for chance-constrained formulations of reliable network design problems
- On safe tractable approximations of chance constraints
- Relaxations and approximations of chance constraints under finite distributions
- A polyhedral study of the static probabilistic lot-sizing problem
- Dual-bounded generating problems: Efficient and inefficient points for discrete probability distributions and sparse boxes for multidimensional data
- On mixing sets arising in chance-constrained programming
- Probabilistic programming models for traffic incident management operations planning
- ALSO-X and ALSO-X+: Better Convex Approximations for Chance Constrained Programs
- Risk tomography
- Mathematical programming approaches for generating \(p\)-efficient points
- A provisioning problem with stochastic payments
- Convexity of chance constrained programming problems with respect to a new generalized concavity notion
- On convex probabilistic programming with discrete distributions.
- An exact approach for solving integer problems under probabilistic constraints with random technology matrix
- Log-concavity of compound distributions with applications in stochastic optimization
- Regularization methods for optimization problems with probabilistic constraints
- Designing robust emergency medical service via stochastic programming
- A polyhedral study on chance constrained program with random right-hand side
- Bicriteria approximation of chance-constrained covering problems
- Eventual convexity of probability constraints with elliptical distributions
- A branch-reduce-cut algorithm for the global optimization of probabilistically constrained linear programs
- Chance-Constrained Binary Packing Problems
- Lagrangian decomposition and mixed-integer quadratic programming reformulations for probabilistically constrained quadratic programs
- Multi-objective probabilistically constrained programs with variable risk: models for multi-portfolio financial optimization
- Partial sample average approximation method for chance constrained problems
- Bounds for probabilistic integer programming problems
- Inexact stabilized Benders' decomposition approaches with application to chance-constrained problems with finite support
- A stochastic biomass blending problem in decentralized supply chains
- Properties and calculation of multivariate risk measures: MVaR and MCVaR
- On the convexity of level-sets of probability functions
- Computing the probability of union in the $n$-dimensional Euclidean space for application of the multivariate quantile: $p$-level efficient points
- New sufficient conditions for strong unimodality of multivariate discrete distributions
- Nonconvex and nonsmooth approaches for affine chance-constrained stochastic programs
- Using integer programming for balancing return and risk in problems with individual chance constraints
- Asymptotically optimal staffing of service systems with joint QoS constraints
- Integrated chance constraints: reduced forms and an algorithm
- A branch-and-cut decomposition algorithm for solving chance-constrained mathematical programs with finite support
- A sampling-and-discarding approach to chance-constrained optimization: feasibility and Optimality
- Augmented Lagrangian method for probabilistic optimization
- Vector-valued multivariate conditional value-at-risk
- First-order dominance: stronger characterization and a bivariate checking algorithm
This page was built for publication: Concavity and efficient points of discrete distributions in probabilistic programming.
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5926331)
