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Chance Constrained Programming and Its Applications to Energy Management
16 references·0 citing·37 second hop
Chance Constrained Programming and Its Applications to Energy Management (2011)Chance Constrained Programming and Its Ap…Stochastic Optimization - Seeing the Optimal for the Uncertain (2011)Stochastic Optimization - See…On probabilistic constraints induced by rectangular sets and multivariate normal distributions (2010)On probabilistic constraints …Lectures on Stochastic Programming (2009)Lectures on Stochastic Progra…A Sample Approximation Approach for Optimization with Probabilistic Constraints (2008)A Sample Approximation Approa…Structural properties of linear probabilistic constraints (2007)Structural properties of line…Convexity of chance constraints with independent random variables (2007)Convexity of chance constrain…Probabilistically Constrained Linear Programs and Risk-Adjusted Controller Design (2005)Probabilistically Constrained…Stochastic Programming Models (2003)Stochastic Programming ModelsProbabilistic programming with discrete distributions and precedence constrained knapsack polyhedra (2002)Probabilistic programming wit…A branch and bound method for stochastic integer problems under probabilistic constraints (2002)A branch and bound method for…Programming Under Probabilistic Constraint with Discrete Random Variable (1998)Programming Under Probabilist…Introduction to Stochastic Programming (1998)Introduction to Stochastic Pr…Stochastic Programming (1995)Stochastic ProgrammingStochastic Programming (1995)Stochastic ProgrammingDerivatives of probability functions and some applications (1995)Derivatives of probability fu…A Stochastic Programming Model (1963)A Stochastic Programming ModelPORTFOLIO SELECTION* (1952)Robust Optimization of Large-Scale Systems (1995)Ambiguous chance constrained problems and robust optimization (2005)Introduction to Stochastic Programming (2011)A Guide to Sample Average Approximation (2014)Hybrid simulation–optimization methods: A taxonomy and discussion (2014)Chance Constrained Programming with Joint Constraints (1965)Solving Chance-Constrained Stochastic Programs via Sampling and Integer Programming (2008)A branch-and-cut decomposition algorithm for solving chance-constrained mathematical programs with finite support (2013)Stochastic network design for disaster preparedness (2014)Asset Pricing in a Generalized Mean-Lower Partial Moment Framework: Theory and Evidence (1989)Asset Allocation in a Downside Risk Framework (2000)Linear Programming Under Uncertainty (2004)Dynamic Version of the Economic Lot Size Model (1958)Chance-Constrained Programming (1959)Handbooks in operations research and management science (1989)Genetic Algorithm based technique for solving Chance Constrained Problems (2006)An Efficient Trajectory Method for Probabilistic Production-Inventory-Distribution Problems (2007)Decomposition algorithms for two-stage chance-constrained programs (2014)Robust Convex Optimization (1998)The Sample Average Approximation Method for Stochastic Discrete Optimization (2002)The Price of Robustness (2004)Sample Average Approximation Method for Chance Constrained Programming: Theory and Applications (2009)Distributionally robust joint chance constraints with second-order moment information (2011)Frameworks and Results in Distributionally Robust Optimization (2022)Stochastic Programming (2010)A second-order cone programming approach for linear programs with joint probabilistic constraints (2012)Advances and applications of chance-constrained approaches to systems optimisation under uncertainty (2012)A robust optimization approach for humanitarian needs assessment planning under travel time uncertainty (2019)Ambulance location and relocation models (2003)A two-stage stochastic programming framework for transportation planning in disaster response (2004)Optimization under uncertainty: state-of-the-art and opportunities (2003)Adjustable robust solutions of uncertain linear programs (2004)Lectures on Stochastic Programming: Modeling and Theory (2009)A Sampling-and-Discarding Approach to Chance-Constrained Optimization: Feasibility and Optimality (2010)Data-driven chance constrained stochastic program (2015)Portfolio optimization with conditional value-at-risk objective and constraints (2001)
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  • 2010

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On probabilistic constraints induced by rectangular sets and multivariate normal distributions
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