Stochastic programming problems with generalized integrated chance constraints
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Cites work
- A Sample Approximation Approach for Optimization with Probabilistic Constraints
- An integer programming approach for linear programs with probabilistic constraints
- Computation of multivariate normal and t probabilities
- Dissection Methods for Solutions in Chance Constrained Programming Problems Under Discrete Distributions
- Dual method for the solution of a one-stage stochastic programming problem with random RHS obeying a discrete probability distribution
- Integrated chance constraints: reduced forms and an algorithm
- Sample average approximation method for chance constrained programming: Theory and applications
- Sample average approximation of expected value constrained stochastic programs
- Stochastic optimization of insurance portfolios for managing exposure to catastrophic risks
- Stochastic programming in water management: A case study and a comparison of solution techniques
Cited in
(17)- Exact penalization in stochastic programming -- calmness and constraint qualification
- On relations between chance constrained and penalty function problems under discrete distributions
- Sample approximation technique for mixed-integer stochastic programming problems with expected value constraints
- Reformulations of input-output oriented DEA tests with diversification
- Chance constrained problems: penalty reformulation and performance of sample approximation technique
- Optimization approaches to multiplicative tariff of rates estimation in non-life insurance
- On relations between DEA-risk models and stochastic dominance efficiency tests
- scientific article; zbMATH DE number 4154216 (Why is no real title available?)
- Sample approximation technique for mixed-integer stochastic programming problems with several chance constraints
- Nonanticipative duality, relaxations, and formulations for chance-constrained stochastic programs
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- A relaxation-based probabilistic approach for PDE-constrained optimization under uncertainty with pointwise state constraints
- Robot Dance: a mathematical optimization platform for intervention against COVID-19 in a complex network
- A simulated annealing approach for reliability-based chance-constrained programming
- A gradient-based method for joint chance-constrained optimization with continuous distributions
- Integrated chance constraints: reduced forms and an algorithm
- Confidence-based reasoning in stochastic constraint programming
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