Two probabilistic estimations in robust optimization

DOI10.1080/09720510.2008.10701332MaRDI QIDQ3601223zbMATH OpenOpenAlexFDO

Authors Churen Sun

Publication date 10 February 2009

Published in Journal of Statistics and Management Systems (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/09720510.2008.10701332

zbMATH Keywords

probability of feasibilitysampling method

Mathematics Subject Classification ID

Nonlinear programming (90C30) Sensitivity, stability, parametric optimization (90C31)

Recommendations

• A Sample Approximation Approach for Optimization with Probabilistic Constraints
• The Price of Robustness
• A relaxation algorithm with a probabilistic guarantee for robust deviation optimization
• Uncertain convex programs: randomized solutions and confidence levels
• Ambiguous chance constrained problems and robust optimization

Cited in

(2)

• Probability estimation via policy restrictions, convexification, and approximate sampling
• A relaxation algorithm with a probabilistic guarantee for robust deviation optimization

This page was built for publication: Two probabilistic estimations in robust optimization

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3601223)