Pages that link to "Item:Q535064"

The following pages link to A sampling-and-discarding approach to chance-constrained optimization: feasibility and Optimality (Q535064):

Displaying 50 items.

• Chance-constrained problems and rare events: an importance sampling approach (Q291054) (← links)
• Decomposition algorithms for two-stage chance-constrained programs (Q291060) (← links)
• A branch-and-cut decomposition algorithm for solving chance-constrained mathematical programs with finite support (Q403644) (← links)
• A constraint sampling approach for multi-stage robust optimization (Q445078) (← links)
• Robust control of uncertain systems: classical results and recent developments (Q458745) (← links)
• Performance assessment and design of abstracted models for stochastic hybrid systems through a randomized approach (Q473311) (← links)
• Trading performance for state constraint feasibility in stochastic constrained control: a randomized approach (Q509522) (← links)
• Automated driving: the role of forecasts and uncertainty -- a control perspective (Q522871) (← links)
• Wait-and-judge scenario optimization (Q681495) (← links)
• Learning noisy functions via interval models (Q709215) (← links)
• Branch-and-cut approaches for chance-constrained formulations of reliable network design problems (Q744205) (← links)
• On the sample size of random convex programs with structured dependence on the uncertainty (Q900216) (← links)
• IIS branch-and-cut for joint chance-constrained stochastic programs and application to optimal vaccine allocation (Q992606) (← links)
• Probabilistic optimization via approximate \(p\)-efficient points and bundle methods (Q1652036) (← links)
• A polyhedral study on chance constrained program with random right-hand side (Q1683680) (← links)
• A polyhedral study of the static probabilistic lot-sizing problem (Q1708524) (← links)
• Stochastic model predictive control with adaptive constraint tightening for non-conservative chance constraints satisfaction (Q1716435) (← links)
• Expected shortfall: heuristics and certificates (Q1754277) (← links)
• Risk-return trade-off with the scenario approach in practice: a case study in portfolio selection (Q1935293) (← links)
• The decision rule approach to optimization under uncertainty: methodology and applications (Q2010368) (← links)
• Bi-objective autonomous vehicle repositioning problem with travel time uncertainty (Q2026711) (← links)
• A stochastic approximation method for approximating the efficient frontier of chance-constrained nonlinear programs (Q2063194) (← links)
• A theory of the risk for empirical CVaR with application to portfolio selection (Q2070025) (← links)
• Chance-constrained sets approximation: a probabilistic scaling approach (Q2071956) (← links)
• Data-driven tuning for chance constrained optimization: analysis and extensions (Q2085821) (← links)
• Distributionally robust chance-constrained programs with right-hand side uncertainty under Wasserstein ambiguity (Q2097654) (← links)
• Generalized differentiation of probability functions: parameter dependent sets given by intersections of convex sets and complements of convex sets (Q2115132) (← links)
• Risk and complexity in scenario optimization (Q2118077) (← links)
• A stochastic primal-dual method for a class of nonconvex constrained optimization (Q2162528) (← links)
• A distributionally robust optimization approach for two-stage facility location problems (Q2195563) (← links)
• Stochastic self-triggered MPC for linear constrained systems under additive uncertainty and chance constraints (Q2198107) (← links)
• Random sampling with removal (Q2207595) (← links)
• Calibration of a radiation quality model for sparse and uncertain data (Q2242528) (← links)
• Research on probabilistic methods for control system design (Q2276096) (← links)
• On the quantification of aleatory and epistemic uncertainty using sliced-normal distributions (Q2278545) (← links)
• Optimal disturbance compensation for constrained linear systems operating in stationary conditions: a scenario-based approach (Q2280962) (← links)
• On a class of interval predictor models with universal reliability (Q2280963) (← links)
• Approximate convex hull based scenario truncation for chance constrained trajectory optimization (Q2288704) (← links)
• General properties of two-stage stochastic programming problems with probabilistic criteria (Q2290416) (← links)
• Varying confidence levels for CVaR risk measures and minimax limits (Q2297651) (← links)
• Random variables with moment-matching staircase density functions (Q2306998) (← links)
• A randomized relaxation method to ensure feasibility in stochastic control of linear systems subject to state and input constraints (Q2307539) (← links)
• Frequentist history matching with interval predictor models (Q2308194) (← links)
• Partial sample average approximation method for chance constrained problems (Q2311101) (← links)
• The scenario approach for stochastic model predictive control with bounds on closed-loop constraint violations (Q2342423) (← links)
• Randomized methods for design of uncertain systems: sample complexity and sequential algorithms (Q2342767) (← links)
• A linear programming approach for linear programs with probabilistic constraints (Q2356018) (← links)
• Stochastic MPC with offline uncertainty sampling (Q2409230) (← links)
• Derivatives of probability functions: unions of polyhedra and elliptical distributions (Q2670977) (← links)
• Probabilistic feasibility guarantees for convex scenario programs with an arbitrary number of discarded constraints (Q2683215) (← links)