The following pages link to (Q3126752):
Displaying 50 items.
- Global rates of convergence of the MLEs of log-concave and \(s\)-concave densities (Q292869) (← links)
- Minimax regret solution to multiobjective linear programming problems with interval objective functions coefficients (Q301052) (← links)
- A regularized simplex method (Q302140) (← links)
- Denials leak information: simulatable auditing (Q394747) (← links)
- Economic oriented stochastic optimization in process control using Taguchi's method (Q402242) (← links)
- Level bundle methods for constrained convex optimization with various oracles (Q404512) (← links)
- Threshold Boolean form for joint probabilistic constraints with random technology matrix (Q463738) (← links)
- Stochastic linear programming with a distortion risk constraint (Q480777) (← links)
- Decomposition approaches for block-structured chance-constrained programs with application to hydro-thermal unit commitment (Q486936) (← links)
- A characterization of the subdifferential of singular Gaussian distribution functions (Q494871) (← links)
- A GRASP metaheuristic for the robust mapping and routing of dataflow process networks on manycore architectures (Q496107) (← links)
- Chance constrained \(0-1\) quadratic programs using copulas (Q499685) (← links)
- Robust optimization approximation for joint chance constrained optimization problem (Q522276) (← links)
- Efficiency of Monte Carlo computations in very high dimensional spaces (Q539474) (← links)
- Treatment of uncertain material interfaces in compressible flows (Q643959) (← links)
- Wait-and-judge scenario optimization (Q681495) (← links)
- Safe autonomy under perception uncertainty using chance-constrained temporal logic (Q682357) (← links)
- Analysis and comparisons of some solution concepts for stochastic programming problems (Q699511) (← links)
- Rectangular chance constrained geometric optimization (Q779767) (← links)
- Construction of confidence absorbing set for analysis of static stochastic systems (Q827962) (← links)
- Tighter reformulations using classical Dawson and Sankoff bounds for approximating two-stage chance-constrained programs (Q828647) (← links)
- Stochastic programming methods in the response surface methodology (Q957250) (← links)
- An algorithm for stochastic programs with first-order dominance constraints induced by linear recourse (Q968143) (← links)
- Selected topics in robust convex optimization (Q995791) (← links)
- On strong unimodality of multivariate discrete distributions (Q1003665) (← links)
- Optimum allocation in stratified surveys: stochastic programming (Q1019933) (← links)
- Optimization of a continuous distillation process under random inflow rate. (Q1416386) (← links)
- Convex approximations for complete integer recourse models (Q1434075) (← links)
- Mean utility in the assurance region model (Q1600975) (← links)
- Data-driven robust chance constrained problems: a mixture model approach (Q1626548) (← links)
- Multiple response optimisation: an approach from multiobjective stochastic programming (Q1630125) (← links)
- An approximation framework for two-stage ambiguous stochastic integer programs under mean-MAD information (Q1634284) (← links)
- Relaxations and approximations of chance constraints under finite distributions (Q1650766) (← links)
- Risk tomography (Q1681334) (← links)
- New sufficient conditions for strong unimodality of multivariate discrete distributions (Q1701085) (← links)
- Multiple shooting applied to robust reservoir control optimization including output constraints on coherent risk measures (Q1702390) (← links)
- Stochastic last mile relief network design with resource reallocation (Q1703464) (← links)
- Properties of chance constraints in infinite dimensions with an application to PDE constrained optimization (Q1711088) (← links)
- (Sub-)differentiability of probability functions with elliptical distributions (Q1711093) (← links)
- Recent advances in the theory and practice of logical analysis of data (Q1711439) (← links)
- Note on ``A chance-constrained programming framework to handle uncertainties in radiation therapy treatment planning'' (Q1713780) (← links)
- Solving the interval-valued optimization problems based on the concept of null set (Q1717027) (← links)
- On the adaptivity gap in two-stage robust linear optimization under uncertain packing constraints (Q1717231) (← links)
- A second-order cone programming formulation for two player zero-sum games with chance constraints (Q1719615) (← links)
- Stationary gas networks with compressor control and random loads: optimization with probabilistic constraints (Q1721454) (← links)
- Large-scale unit commitment under uncertainty: an updated literature survey (Q1730531) (← links)
- A characterization of Nash equilibrium for the games with random payoffs (Q1730841) (← links)
- Optimization models of anti-terrorist protection (Q1735316) (← links)
- Subdifferential characterization of probability functions under Gaussian distribution (Q1739033) (← links)
- A survey of adjustable robust optimization (Q1740490) (← links)
