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CHANCE-CONSTRAINED PROGRAMMING: AN EXTENSION OF STATISTICAL METHOD11This research was partly supported by a grant from the Farah Foundation and by ONR Contracts N00014-67-A-0126-0008 and N00014-67-A-0126-0009 with the Center for Cybernetic Studies, The University of Texas. Reproduction in whole or in part is permitted for any purpose of the United States Government.
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CHANCE-CONSTRAINED PROGRAMMING: AN EXTENSION OF STATISTICAL METHOD11This research was partly supported by a grant from the Farah Foundation and by ONR Contracts N00014-67-A-0126-0008 and N00014-67-A-0126-0009 with the Center for Cybernetic Studies, The University of Texas. Reproduction in whole or in part is permitted for any purpose of the United States Government. (1971)CHANCE-CONSTRAINED PROGRAMMING: AN EXTENS…Linear Programming Under Uncertainty (2004)Linear Programming Under Unce…Stochastic Programs with Recourse (1967)Stochastic Programs with Reco…Programming Under Uncertainty: The Equivalent Convex Program (1966)Programming Under Uncertainty…Programming under uncertainty: The complete problem (1966)Programming under uncertainty…Chance Constrained Programming with Joint Constraints (1965)Chance Constrained Programmin…Deterministic Equivalents for Optimizing and Satisficing under Chance Constraints (1963)Deterministic Equivalents for…Chance-Constrained Programming (1959)Chance-Constrained ProgrammingLinear Programming under Uncertainty (1955)Linear Programming under Unce…Introduction to the Theory of Games (1953)Introduction to the Theory of…Constrained Games and Linear Programming (1953)Constrained Games and Linear …Portfolio Selection: Efficient Diversification of Investments (1959)Data envelopment analysis theory and techniques for economics and operations research (2004)On Distributionally Robust Chance-Constrained Linear Programs (2006)Frameworks and Results in Distributionally Robust Optimization (2022)On the Solution of Two-stage Linear Programs under Uncertainty (1961)The Value of Information and Stochastic Programming (1970)On decision rules in stochastic programming (1974)Expected Utility, Penalty Functions, and Duality in Stochastic Nonlinear Programming (1986)Nonlinear and Dynamic Programming (1966)Optimization with Stochastic Dominance Constraints (2003)Stochastic Programming Models (2003)A Sampling-and-Discarding Approach to Chance-Constrained Optimization: Feasibility and Optimality (2010)Two-Person Ratio Efficiency Games (1995)Chapter 45 Computing equilibria for two-person games (2002)Computing Normal Form Perfect Equilibria for Extensive Two-Person Games (2002)Optimization under uncertainty: state-of-the-art and opportunities (2003)Stochastic Programming (2010)A Research Bibliography in Stochastic Programming, 1955–1975 (1976)Solving Stochastic Programming Problems with Recourse Including Error Bounds (1982)Planning under uncertainty solving large-scale stochastic linear programs (1992)A two-stage stochastic programming framework for transportation planning in disaster response (2004)Stochastic models and methods of optimization (1976)A Solution Method for Multistage Stochastic Programs with Recourse with Application to an Energy Investment Problem (1980)A disaggregation algorithm for the optimization of stochastic planning models (1997)Equilibrium Points in Finite Games (1960)Brown's original fictitious play (2006)An experimental business game (2007)Monte Carlo bounding techniques for determining solution quality in stochastic programs (1999)
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References

  • 1959Chance-Constrained Programming2,748 cited
  • 1955Linear Programming under Uncertainty1,227 cited
  • 2004Linear Programming Under Uncertainty1,173 cited
  • 1963Deterministic Equivalents for Optimizing and Satisficing under Chance Constraints992 cited
  • 1965Chance Constrained Programming with Joint Constraints456 cited
  • 1967Stochastic Programs with Recourse192 cited
  • 1953Introduction to the Theory of Games174 cited
  • 1966Programming Under Uncertainty: The Equivalent Convex Program149 cited
  • 1966Programming under uncertainty: The complete problem93 cited
  • 1953Constrained Games and Linear Programming90 cited

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