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Probabilistically Constrained Linear Programs and Risk-Adjusted Controller Design
2 references·6 citing·21 second hop
Probabilistically Constrained Linear Programs and Risk-Adjusted Controller Design (2005)Probabilistically Constrained Linear Prog…Stochastic Programming (2010)Stochastic ProgrammingStochastic Programming (1995)Stochastic ProgrammingChance-constrained optimization under limited distributional information: A review of reformulations based on sampling and distributional robustness (2022)Chance-constrained optimizati…ALSO-X and ALSO-X+: Better Convex Approximations for Chance Constrained Programs (2022)ALSO-X and ALSO-X+: Better Co…Optimized Bonferroni approximations of distributionally robust joint chance constraints (2019)Optimized Bonferroni approxim…A tractable approximation of non-convex chance constrained optimization with non-Gaussian uncertainties (2014)A tractable approximation of …Chance Constrained Programming and Its Applications to Energy Management (2011)Chance Constrained Programmin…Structural properties of linear probabilistic constraints (2007)Structural properties of line…Introduction to Stochastic Programming (1998)Lectures on Stochastic Programming (2009)Chance-Constrained Programming (1959)Robust Convex Optimization (1998)Optimization of conditional value-at-risk (2000)Eventual convexity of probability constraints with elliptical distributions (2018)A Stochastic Programming Model (1963)Threshold Boolean form for joint probabilistic constraints with random technology matrix (2013)Existence of Nash equilibrium for chance-constrained games (2016)Distributionally Robust Optimization Under Moment Uncertainty with Application to Data-Driven Problems (2010)Data-Driven Distributionally Robust Optimization Using the Wasserstein Metric: Performance Guarantees and Tractable Reformulations (2015)Chance-constrained stochastic programming under variable reliability levels with an application to humanitarian relief network design (2018)Correlation and Dependence in Risk Management: Properties and Pitfalls (2002)Convex Approximations of Chance Constrained Programs (2006)Robust Optimization (2009)Coherent Measures of Risk (1999)Conditional value-at-risk for general loss distributions (2002)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)Robust solutions of uncertain linear programs (1999)
this work references cited by second hop

References

  • 2010Stochastic Programming2,228 cited
  • 1995Stochastic Programming1,539 cited

Cited by

  • 2019Optimized Bonferroni approximations of distributionally robust joint chance constraints84 cited
  • 2007Structural properties of linear probabilistic constraints72 cited
  • 2022Chance-constrained optimization under limited distributional information: A review of reformulations based on sampling and distributional robustness59 cited
  • 2014A tractable approximation of non-convex chance constrained optimization with non-Gaussian uncertainties42 cited
  • 2011Chance Constrained Programming and Its Applications to Energy Management39 cited
  • 2022ALSO-X and ALSO-X+: Better Convex Approximations for Chance Constrained Programs38 cited

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