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Deterministic approximations of probability inequalities
6 references·7 citing·37 second hop
Deterministic approximations of probability inequalities (1989)Deterministic approximations of probabili…The minimax approach to stochastic programming and an illustrative application (1987)The minimax approach to stoch…Duality in Stochastic Linear and Dynamic Programming (1986)Duality in Stochastic Linear …Stochastic Programming: Solution Techniques and Approximation Schemes (1983)Stochastic Programming: Solut…Solving Stochastic Programming Problems with Recourse Including Error Bounds (1982)Solving Stochastic Programmin…Bounds on the Expectation of a Convex Function of a Random Variable: With Applications to Stochastic Programming (1977)Bounds on the Expectation of …Inequalities for Stochastic Linear Programming Problems (1960)Inequalities for Stochastic L…Robust and Distributionally Robust Optimization Models for Linear Support Vector Machine (2022)Robust and Distributionally R…Chance-constrained optimization under limited distributional information: A review of reformulations based on sampling and distributional robustness (2022)Chance-constrained optimizati…Relaxations and approximations of chance constraints under finite distributions (2018)Relaxations and approximation…A tractable approximation of non-convex chance constrained optimization with non-Gaussian uncertainties (2014)A tractable approximation of …A Comparative Theoretical and Computational Study on Robust Counterpart Optimization: III. Improving the Quality of Robust Solutions (2014)A Comparative Theoretical and…Probabilistic Set Covering with Correlations (2013)Probabilistic Set Covering wi…Convex relaxations of chance constrained optimization problems (2013)Convex relaxations of chance …Robust solutions of uncertain linear programs (1999)Robust solutions of Linear Programming problems contaminated with uncertain data (2000)The Price of Robustness (2004)New a priori and a posteriori probabilistic bounds for robust counterpart optimization: I. Unknown probability distributions (2015)Net-zero, resilience, and agile closed-loop supply chain network design considering robustness and renewable energy (2024)Stochastic Linear Programming (1976)Computing Bounds for Stochastic Programming Problems by Means of a Generalized Moment Problem (1987)Distribution sensitivity in stochastic programming (1991)Planning under uncertainty solving large-scale stochastic linear programs (1992)Stochastic Linear Programming (2010)Stochastic Programming (1995)Lectures on Stochastic Programming (2009)Lectures on Stochastic Programming: Modeling and Theory (2009)MONTE CARLO METHODS AND THE PERT PROBLEM (1963)Designing approximation schemes for stochastic optimization problems, in particular for stochastic programs with recourse (1986)A Note on Certainty Equivalence in Dynamic Planning (1992)Linear Programming Under Uncertainty (2004)Coherent Measures of Risk (1999)Optimization of conditional value-at-risk (2000)Conditional value-at-risk for general loss distributions (2002)Distributionally Robust Optimization Under Moment Uncertainty with Application to Data-Driven Problems (2010)Theory and Applications of Robust Optimization (2010)Distributionally Robust Convex Optimization (2014)Linear Programming under Uncertainty (1955)Chance-Constrained Programming (1959)Expected Utility, Penalty Functions, and Duality in Stochastic Nonlinear Programming (1986)Applying the progressive hedging algorithm to stochastic generalized networks (1991)Network planning with random demand (1994)Robust Linear Optimization With Recourse (2009)On safe tractable approximations of chance constraints (2011)Distributionally Robust Optimization: A review on theory and applications (2021)On stochastic programming ii: dynamic problems under risk ∗ (1988)New Formulations for Optimization under Stochastic Dominance Constraints (2008)Processing second-order stochastic dominance models using cutting-plane representations (2009)A Solution Method for Multistage Stochastic Programs with Recourse with Application to an Energy Investment Problem (1980)Approximation Techniques in Stochastic Programming (1988)Solving SLP Recourse Problems with Arbitrary Multivariate Distributions—The Dependent Case (1988)
this work references cited by second hop

References

  • 1960Inequalities for Stochastic Linear Programming Problems261 cited
  • 1983Stochastic Programming: Solution Techniques and Approximation Schemes205 cited
  • 1987The minimax approach to stochastic programming and an illustrative application154 cited
  • 1977Bounds on the Expectation of a Convex Function of a Random Variable: With Applications to Stochastic Programming108 cited
  • 1986Duality in Stochastic Linear and Dynamic Programming98 cited
  • 1982Solving Stochastic Programming Problems with Recourse Including Error Bounds83 cited

Cited by

  • 2022Chance-constrained optimization under limited distributional information: A review of reformulations based on sampling and distributional robustness59 cited
  • 2014A Comparative Theoretical and Computational Study on Robust Counterpart Optimization: III. Improving the Quality of Robust Solutions54 cited
  • 2022Robust and Distributionally Robust Optimization Models for Linear Support Vector Machine45 cited
  • 2013Convex relaxations of chance constrained optimization problems44 cited
  • 2014A tractable approximation of non-convex chance constrained optimization with non-Gaussian uncertainties42 cited
  • 2018Relaxations and approximations of chance constraints under finite distributions41 cited
  • 2013Probabilistic Set Covering with Correlations39 cited

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