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Structural properties of linear probabilistic constraints
6 references·5 citing·35 second hop
Structural properties of linear probabilistic constraints (2007)Structural properties of linear probabili…Stochastic Programming (2010)Stochastic ProgrammingProbabilistically Constrained Linear Programs and Risk-Adjusted Controller Design (2005)Probabilistically Constrained…Probabilistic Programming (2003)Probabilistic ProgrammingStochastic Programming (1995)Stochastic ProgrammingStability analysis for stochastic programs (1991)Stability analysis for stocha…A Stochastic Programming Model (1963)A Stochastic Programming ModelALSO-X and ALSO-X+: Better Convex Approximations for Chance Constrained Programs (2022)ALSO-X and ALSO-X+: Better Co…Existence of Nash equilibrium for chance-constrained games (2016)Existence of Nash equilibrium…Threshold Boolean form for joint probabilistic constraints with random technology matrix (2013)Threshold Boolean form for jo…Optimal Aerodynamic Design under Uncertainty (2013)Optimal Aerodynamic Design un…Chance Constrained Programming and Its Applications to Energy Management (2011)Chance Constrained Programmin…Introduction to Stochastic Programming (1998)Lectures on Stochastic Programming (2009)Stochastic Linear Programming (1976)Numerical Techniques for Stochastic Optimization (1988)On structure and stability in stochastic programs with random technology matrix and complete integer recourse (1995)Risk Aversion via Excess Probabilities in Stochastic Programs with Mixed-Integer Recourse (2003)Scenario reduction in stochastic programming with respect to discrepancy distances (2007)Stochastic Linear Programming (2010)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)A Sample Approximation Approach for Optimization with Probabilistic Constraints (2008)Risk-budgeting multi-portfolio optimization with portfolio and marginal risk constraints (2015)Probabilistic optimization via approximate p-efficient points and bundle methods (2016)Eventual convexity of probability constraints with elliptical distributions (2018)Equilibrium points in n -person games (1950)Dynamic Noncooperative Game Theory (1982)A value for n -person games (1988)Chance-Constrained Programming (1959)Robust solutions of uncertain linear programs (1999)PORTFOLIO SELECTION* (1952)Safety First and the Holding of Assets (1952)Optimization of conditional value-at-risk (2000)Handling CVaR objectives and constraints in two-stage stochastic models (2007)A purely proactive scheduling procedure for the resource-constrained project scheduling problem with stochastic activity durations (2015)Correlation and Dependence in Risk Management: Properties and Pitfalls (2002)Convex Approximations of Chance Constrained Programs (2006)Robust Optimization (2009)A tractable approximation of non-convex chance constrained optimization with non-Gaussian uncertainties (2014)Optimized Bonferroni approximations of distributionally robust joint chance constraints (2019)Chance-constrained optimization under limited distributional information: A review of reformulations based on sampling and distributional robustness (2022)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)
this work references cited by second hop

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  • 2003Probabilistic Programming184 cited
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Cited by

  • 2016Existence of Nash equilibrium for chance-constrained games44 cited
  • 2013Threshold Boolean form for joint probabilistic constraints with random technology matrix41 cited
  • 2011Chance Constrained Programming and Its Applications to Energy Management39 cited
  • 2022ALSO-X and ALSO-X+: Better Convex Approximations for Chance Constrained Programs38 cited
  • 2013Optimal Aerodynamic Design under Uncertainty16 cited

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