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Data-driven individual and joint chance-constrained optimization via kernel smoothing
9 references·1 citing·33 second hop
Data-driven individual and joint chance-constrained optimization via kernel smoothing (2015)Data-driven individual and joint chance-c…ON PROBABILISTIC CONSTRAINED PROGRAMMING (2015)ON PROBABILISTIC CONSTRAINED …Data-driven chance constrained stochastic program (2015)Data-driven chance constraine…Robust Solutions of Optimization Problems Affected by Uncertain Probabilities (2012)Robust Solutions of Optimizat…Introduction to Stochastic Programming (2011)Introduction to Stochastic Pr…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…Introduction to Time Series and Forecasting (2002)Introduction to Time Series a…Stochastic Programming (1995)Stochastic ProgrammingChance-Constrained Programming (1959)Chance-Constrained ProgrammingNew Robust Optimization Approach Induced by Flexible Uncertainty Set: Optimization under Continuous Uncertainty (2016)New Robust Optimization Appro…Maxmin expected utility with non-unique prior (1989)Coherent Measures of Risk (1999)Robust Optimization (2009)A practical guide to robust optimization (2015)Data-driven robust optimization (2017)Distributionally Robust Stochastic Optimization with Wasserstein Distance (2022)Optimization of conditional value-at-risk (2000)The Price of Robustness (2004)Distributionally robust joint chance constraints with second-order moment information (2011)Robust Convex Optimization (1998)The Sample Average Approximation Method for Stochastic Discrete Optimization (2002)Sample Average Approximation Method for Chance Constrained Programming: Theory and Applications (2009)Frameworks and Results in Distributionally Robust Optimization (2022)Theory and Applications of Robust Optimization (2010)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Generalized autoregressive conditional heteroskedasticity (1986)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Analysis of Financial Time Series (2006)Cross‐validation strategies for data with temporal, spatial, hierarchical, or phylogenetic structure (2016)Financial time series forecasting model based on CEEMDAN and LSTM (2018)Chance Constrained Programming with Joint Constraints (1965)Contributions to the theory of stochastic programming (1973)Sequential Convex Approximations to Joint Chance Constrained Programs: A Monte Carlo Approach (2011)A branch-and-cut decomposition algorithm for solving chance-constrained mathematical programs with finite support (2013)Conditional value-at-risk for general loss distributions (2002)Deterministic Equivalents for Optimizing and Satisficing under Chance Constraints (1963)Optimization under uncertainty: state-of-the-art and opportunities (2003)Stochastic Programming (2010)Adjustable robust solutions of uncertain linear programs (2004)Lectures on Stochastic Programming: Modeling and Theory (2009)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)
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Cited by

  • 2016New Robust Optimization Approach Induced by Flexible Uncertainty Set: Optimization under Continuous Uncertainty53 cited

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