Robust optimization approximation for joint chance constrained optimization problem
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Cites work
- scientific article; zbMATH DE number 995813 (Why is no real title available?)
- A Sample Approximation Approach for Optimization with Probabilistic Constraints
- An integer programming approach for linear programs with probabilistic constraints
- Convex Approximations of Chance Constrained Programs
- Convex majorization with an application to the length of critical paths
- From CVaR to uncertainty set: implications in joint chance-constrained optimization
- Goal-driven optimization
- Optimizing call center staffing using simulation and analytic center cutting-plane methods
- Probability Inequalities for Sums of Bounded Random Variables
- Robust Solutions to Least-Squares Problems with Uncertain Data
- Robust Solutions to Uncertain Semidefinite Programs
- Robust solutions of linear programming problems contaminated with uncertain data
- Robust solutions of uncertain linear programs
- Sample average approximation method for chance constrained programming: Theory and applications
- Scenario approximations of chance constraints
- Second-order cone programming
- Sequential convex approximations to joint chance constrained programs: A Monte Carlo approach
- Technical Note—Convex Programming with Set-Inclusive Constraints and Applications to Inexact Linear Programming
- The Price of Robustness
- The Scenario Approach to Robust Control Design
Cited in
(17)- Distributionally robust joint chance constraints with second-order moment information
- Optimizing decisions for a dual-channel retailer with service level requirements and demand uncertainties: a Wasserstein metric-based distributionally robust optimization approach
- Analytic approximation and differentiability of joint chance constraints
- Distributionally robust joint chance constrained problem under moment uncertainty
- Advances and applications of chance-constrained approaches to systems optimisation under uncertainty
- New safe approximation of ambiguous probabilistic constraints for financial optimization problem
- A cutting plane method for risk-constrained traveling salesman problem with random arc costs
- An implementor-adversary approach for uncertain and time-correlated service times in the nurse-to-patient assignment problem
- Robust approximations to joint chance-constrained problems
- Distributionally robust chance constraints for non-linear uncertainties
- From CVaR to uncertainty set: implications in joint chance-constrained optimization
- Affinely adjustable robust optimization for a multi‐period inventory problem with capital constraints and demand uncertainties
- Ambiguous chance constrained problems and robust optimization
- Radial duality. II: Applications and algorithms
- Robust approximation of chance constrained optimization with polynomial perturbation
- Robust optimization of an imperfect process when the mean and variance are jointly monitored under dependent multiple assignable causes
- Algorithm developments for optimization problems with joint reliability constraints
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