SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Chance-constrained problems and rare events: an importance sampling approach
16 references·2 citing·30 second hop
Chance-constrained problems and rare events: an importance sampling approach (2015)Chance-constrained problems and rare even…Data-driven chance constrained stochastic program (2015)Data-driven chance constraine…A Sampling-and-Discarding Approach to Chance-Constrained Optimization: Feasibility and Optimality (2010)A Sampling-and-Discarding App…Sample Average Approximation Method for Chance Constrained Programming: Theory and Applications (2009)Sample Average Approximation …Lectures on Stochastic Programming: Modeling and Theory (2009)Lectures on Stochastic Progra…Lectures on Stochastic Programming (2009)Lectures on Stochastic Progra…The Exact Feasibility of Randomized Solutions of Uncertain Convex Programs (2008)The Exact Feasibility of Rand…A Sample Approximation Approach for Optimization with Probabilistic Constraints (2008)A Sample Approximation Approa…Convex Approximations of Chance Constrained Programs (2006)Convex Approximations of Chan…Uncertain convex programs: randomized solutions and confidence levels (2004)Uncertain convex programs: ra…Stochastic Programming Models (2003)Stochastic Programming ModelsMonte Carlo Sampling Methods (2003)Monte Carlo Sampling MethodsConcavity and efficient points of discrete distributions in probabilistic programming (2000)Concavity and efficient point…Discrete Event Systems: Sensitivity Analysis and Stochastic Optimization by the Score Function Method (1995)Discrete Event Systems: Sensi…Discrete Event Systems: Sensitivity Analysis and Stochastic Optimization by the Score Function Method (1994)Discrete Event Systems: Sensi…Monte Carlo (importance) sampling within a benders decomposition algorithm for stochastic linear programs (1992)Monte Carlo (importance) samp…Stochastic Simulation (1987)Stochastic SimulationProblem-driven scenario generation: an analytical approach for stochastic programs with tail risk measure (2019)Problem-driven scenario gener…Problem-driven scenario generation : an analytical approach for stochastic programs with tail risk measure (2015)Problem-driven scenario gener…Stochastic Approximation Methods for Constrained and Unconstrained Systems (1978)The Sample Average Approximation Method for Stochastic Discrete Optimization (2002)Bayesian Analysis of DSGE Models (2007)Frameworks and Results in Distributionally Robust Optimization (2022)A Stochastic Approximation Method (1951)Coherent Measures of Risk (1999)Analysis of stochastic dual dynamic programming method (2010)Theory of games and economic behavior (2019)Chance-Constrained Programming (1959)Robust Convex Optimization (1998)Robust solutions of uncertain linear programs (1999)Optimization of conditional value-at-risk (2000)The Price of Robustness (2004)Distributionally robust joint chance constraints with second-order moment information (2011)Data-driven robust optimization (2017)Robust Optimization of Large-Scale Systems (1995)A practical guide to robust optimization (2015)Simulation Modeling and Analysis. (1983)Stochastic Programming (1995)Stochastic Programming (2010)Monte Carlo sampling-based methods for stochastic optimization (2014)Wait-and-judge scenario optimization (2016)Introduction to Stochastic Programming (2011)Data-driven risk-averse stochastic optimization with Wasserstein metric (2018)Optimization under uncertainty in the era of big data and deep learning: When machine learning meets mathematical programming (2019)Quantifying Distributional Model Risk via Optimal Transport (2019)Impulse response analysis in nonlinear multivariate models (1996)Model-Based Geostatistics (1998)Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models (1998)A Guide to Sample Average Approximation (2014)
this work references cited by second hop

References

  • 1987Stochastic Simulation2,240 cited
  • 2009Lectures on Stochastic Programming: Modeling and Theory1,623 cited
  • 2009Lectures on Stochastic Programming1,419 cited
  • 2006Convex Approximations of Chance Constrained Programs1,163 cited
  • 2003Monte Carlo Sampling Methods916 cited
  • 2004Uncertain convex programs: randomized solutions and confidence levels660 cited
  • 2008A Sample Approximation Approach for Optimization with Probabilistic Constraints615 cited
  • 2008The Exact Feasibility of Randomized Solutions of Uncertain Convex Programs564 cited
  • 2009Sample Average Approximation Method for Chance Constrained Programming: Theory and Applications524 cited
  • 2015Data-driven chance constrained stochastic program488 cited
  • 2003Stochastic Programming Models453 cited
  • 2010A Sampling-and-Discarding Approach to Chance-Constrained Optimization: Feasibility and Optimality401 cited
  • 1995Discrete Event Systems: Sensitivity Analysis and Stochastic Optimization by the Score Function Method383 cited
  • 1994Discrete Event Systems: Sensitivity Analysis and Stochastic Optimization by the Score Function Method270 cited
  • 2000Concavity and efficient points of discrete distributions in probabilistic programming

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

211 cited
  • 1992Monte Carlo (importance) sampling within a benders decomposition algorithm for stochastic linear programs209 cited
  • Cited by

    • 2015Problem-driven scenario generation : an analytical approach for stochastic programs with tail risk measure39 cited
    • 2019Problem-driven scenario generation: an analytical approach for stochastic programs with tail risk measure35 cited