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A Linear Approximation for Chance-Constrained Programming
5 references·3 citing·25 second hop
A Linear Approximation for Chance-Constrained Programming (1987)A Linear Approximation for Chance-Constra…Decision Problems Under Risk and Chance Constrained Programming: Dilemmas in the Transition (1981)Decision Problems Under Risk …A Model of Capital Budgeting Under Risk (1966)A Model of Capital Budgeting …A Stochastic Programming Model (1963)A Stochastic Programming ModelChance-Constrained Programming (1959)Chance-Constrained ProgrammingThe Introduction of Risk into a Programming Model (1956)The Introduction of Risk into…Data-Driven Chance Constrained and Robust Optimization under Matrix Uncertainty (2016)Data-Driven Chance Constraine…CAPITAL RATIONING UNDER RISK: A CHANCE CONSTRAINED APPROACH USING UNIFORMLY DISTRIBUTED CASH FLOWS AND AVAILABLE BUDGETS (1993)CAPITAL RATIONING UNDER RISK:…A Cutting Plane Approach for Chance Constrained Linear Programs (1991)A Cutting Plane Approach for …Decision Analysis: Introductory Lectures on Choices Under Uncertainty. (1969)Decisions with Multiple Objectives: Preferences and Value Tradeoffs. (1994)A stochastic soft constraints fuzzy model for a portfolio selection problem (2005)A scenario-based modeling approach for emergency evacuation management and risk analysis under multiple uncertainties (2012)Three Problems in Rationing Capital (1955)Deterministic Equivalents for Optimizing and Satisficing under Chance Constraints (1963)Chance Constrained Programming with Joint Constraints (1965)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)Response to “Decision Problems Under Risk and Chance Constrained Programming: Dilemmas in the Transition” (1983)The Utility Analysis of Choices Involving Risk (1948)Alternative Approaches to the Theory of Choice in Risk-Taking Situations (1951)Comparison of Alternative Utility Functions in Portfolio Selection Problems (1983)Expected Utility, Penalty Functions, and Duality in Stochastic Nonlinear Programming (1986)Operations Research Models and the Management of Agricultural and Forestry Resources: A Review and Comparison (2006)Robust solutions of Linear Programming problems contaminated with uncertain data (2000)The Price of Robustness (2004)Convex Approximations of Chance Constrained Programs (2006)CVaR-Based Approximations of Wasserstein Distributionally Robust Chance Constraints with Application to Process Scheduling (2020)A Chance-Constrained Approach to Capital Budgeting with Portfolio Type Payback and Liquidity Constraints and Horizon Posture Controls (1967)Chance-Constrained Programming with 0-1 or Bounded Continuous Decision Variables (1967)Mathematical Programming Models for Capital Budgeting--A Survey, Generalization, and Critique (1969)Optimization under uncertainty: state-of-the-art and opportunities (2003)Stochastic Programming (2010)
this work references cited by second hop

References

  • 1959Chance-Constrained Programming2,748 cited
  • 1956The Introduction of Risk into a Programming Model614 cited
  • 1963A Stochastic Programming Model575 cited
  • 1981Decision Problems Under Risk and Chance Constrained Programming: Dilemmas in the Transition87 cited
  • 1966A Model of Capital Budgeting Under Risk84 cited

Cited by

  • 1991A Cutting Plane Approach for Chance Constrained Linear Programs40 cited
  • 2016Data-Driven Chance Constrained and Robust Optimization under Matrix Uncertainty33 cited
  • 1993CAPITAL RATIONING UNDER RISK: A CHANCE CONSTRAINED APPROACH USING UNIFORMLY DISTRIBUTED CASH FLOWS AND AVAILABLE BUDGETS22 cited

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