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Improved Bounds and Simulation Procedures on the Value of the Multivariate Normal Probability Distribution Function
1 references·3 citing·17 second hop
Improved Bounds and Simulation Procedures on the Value of the Multivariate Normal Probability Distribution Function (2000)Improved Bounds and Simulation Procedures…Stochastic Programming (1995)Stochastic ProgrammingLectures on Stochastic Programming (2009)Lectures on Stochastic Progra…Asymptotic formulas for the derivatives of probability functions and their Monte Carlo estimations (2008)Asymptotic formulas for the d…An integer programming approach for linear programs with probabilistic constraints (2008)An integer programming approa…Robust Convex Optimization (1998)The Price of Robustness (2004)Uncertain convex programs: randomized solutions and confidence levels (2004)A Sample Approximation Approach for Optimization with Probabilistic Constraints (2008)Sample Average Approximation Method for Chance Constrained Programming: Theory and Applications (2009)Data-driven chance constrained stochastic program (2015)Handbooks in operations research and management science (1989)Stochastic Programming (2010)Introduction to Stochastic Programming (2011)(Sub-)Differentiability of Probability Functions with Elliptical Distributions (2017)A Stochastic Approximation Method (1951)Coherent Measures of Risk (1999)The Big Data Newsvendor: Practical Insights from Machine Learning (2018)Theory of games and economic behavior (2019)Frameworks and Results in Distributionally Robust Optimization (2022)Conditional value-at-risk for general loss distributions (2002)Theory and Applications of Robust Optimization (2011)
this work references cited by second hop

References

  • 1995Stochastic Programming1,545 cited

Cited by

  • 2009Lectures on Stochastic Programming2,556 cited
  • 2008An integer programming approach for linear programs with probabilistic constraints351 cited
  • 2008Asymptotic formulas for the derivatives of probability functions and their Monte Carlo estimations27 cited

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