Pages that link to "Item:Q5426893"

The following pages link to Convex Approximations of Chance Constrained Programs (Q5426893):

Displaying 50 items.

• Mean-value at risk portfolio efficiency: approaches based on data envelopment analysis models with negative data and their empirical behaviour (Q262452) (← links)
• Dynamic traffic assignment under uncertainty: a distributional robust chance-constrained approach (Q262915) (← links)
• The worst-case discounted regret portfolio optimization problem (Q274372) (← links)
• Model predictive control of linear systems with multiplicative unbounded uncertainty and chance constraints (Q290883) (← links)
• Chance-constrained problems and rare events: an importance sampling approach (Q291054) (← links)
• A distributionally robust joint chance constrained optimization model for the dynamic network design problem under demand uncertainty (Q291667) (← links)
• On bounding the union probability using partial weighted information (Q297136) (← links)
• Data-driven chance constrained stochastic program (Q304243) (← links)
• Nonlinear chance constrained problems: optimality conditions, regularization and solvers (Q306384) (← links)
• Second order conic approximation for disassembly line design with joint probabilistic constraints (Q320132) (← links)
• Satisficing measure approach for vehicle routing problem with time windows under uncertainty (Q320689) (← links)
• Reliability-based economic model predictive control for generalised flow-based networks including actuators' health-aware capabilities (Q328906) (← links)
• Using integer programming for balancing return and risk in problems with individual chance constraints (Q342012) (← links)
• Iterative estimation maximization for stochastic linear programs with conditional value-at-risk constraints (Q395689) (← links)
• A branch-and-cut decomposition algorithm for solving chance-constrained mathematical programs with finite support (Q403644) (← links)
• An exact algorithm for the maximum probabilistic clique problem (Q405671) (← links)
• A numerical method for two-stage stochastic programs under uncertainty (Q410561) (← links)
• Sample average approximation of stochastic dominance constrained programs (Q431031) (← links)
• CVaR-constrained stochastic programming reformulation for stochastic nonlinear complementarity problems (Q457217) (← links)
• A smoothing function approach to joint chance-constrained programs (Q467479) (← links)
• Stochastic linear programming with a distortion risk constraint (Q480777) (← links)
• Distribution-dependent robust linear optimization with applications to inventory control (Q499320) (← links)
• Robust optimization approximation for joint chance constrained optimization problem (Q522276) (← links)
• A sampling-and-discarding approach to chance-constrained optimization: feasibility and Optimality (Q535064) (← links)
• Chance constrained uncertain classification via robust optimization (Q633103) (← links)
• Convexity and convex approximations of discrete-time stochastic control problems with constraints (Q644284) (← links)
• Moment inequalities for sums of random matrices and their applications in optimization (Q647387) (← links)
• Wait-and-judge scenario optimization (Q681495) (← links)
• Distributionally robust chance constrained optimization for economic dispatch in renewable energy integrated systems (Q683724) (← links)
• Optimality functions in stochastic programming (Q715095) (← links)
• Tractable stochastic analysis in high dimensions via robust optimization (Q715242) (← links)
• Optimization of chance constraint programming with sum-of-fractional objectives â an application to assembled printed circuit board problem (Q727378) (← links)
• Branch-and-cut approaches for chance-constrained formulations of reliable network design problems (Q744205) (← links)
• Rectangular chance constrained geometric optimization (Q779767) (← links)
• Solving joint chance constrained problems using regularization and Benders' decomposition (Q827143) (← links)
• A robust approach to the chance-constrained knapsack problem (Q957372) (← links)
• Solving chance-constrained combinatorial problems to optimality (Q967213) (← links)
• \(\alpha \)-conservative approximation for probabilistically constrained convex programs (Q969716) (← links)
• Mathematical programming approaches for generating \(p\)-efficient points (Q992653) (← links)
• Stochastic programming approach to optimization under uncertainty (Q995788) (← links)
• Selected topics in robust convex optimization (Q995791) (← links)
• Sample average approximation method for chance constrained programming: Theory and applications (Q1035926) (← links)
• Mathematical programming methods for microgrid design and operations: a survey on deterministic and stochastic approaches (Q1616947) (← links)
• Data-driven robust chance constrained problems: a mixture model approach (Q1626548) (← links)
• A joint chance-constrained programming approach for the single-item capacitated lot-sizing problem with stochastic demand (Q1639278) (← links)
• Chance-constrained economic dispatch with renewable energy and storage (Q1639716) (← links)
• Stochastic output feedback control: convex lifting approach (Q1640260) (← links)
• Relaxations and approximations of chance constraints under finite distributions (Q1650766) (← links)
• Robust optimization: lessons learned from aircraft routing (Q1651653) (← links)
• Distributionally robust chance constrained problem under interval distribution information (Q1670537) (← links)