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Randomized Solutions to Convex Programs with Multiple Chance Constraints
13 references·6 citing·25 second hop
Randomized Solutions to Convex Programs with Multiple Chance Constraints (2013)Randomized Solutions to Convex Programs w…Stochastic Linear Programming (2010)Stochastic Linear ProgrammingRandom Convex Programs (2010)Random Convex ProgramsA Sampling-and-Discarding Approach to Chance-Constrained Optimization: Feasibility and Optimality (2010)A Sampling-and-Discarding App…Lectures on Stochastic Programming: Modeling and Theory (2009)Lectures on Stochastic Progra…The Exact Feasibility of Randomized Solutions of Uncertain Convex Programs (2008)The Exact Feasibility of Rand…Uncertain convex programs: randomized solutions and confidence levels (2004)Uncertain convex programs: ra…Robust Discrete Optimization and Its Applications. (1998)Robust Discrete Optimization …Robust Convex Optimization (1998)Robust Convex OptimizationIntroduction to Stochastic Programming (1998)Introduction to Stochastic Pr…Robust Discrete Optimization and Its Applications (1997)Robust Discrete Optimization …Making a Case for Robust Optimization Models (1997)Making a Case for Robust Opti…Stochastic Programming (1995)Stochastic ProgrammingRobust Optimization of Large-Scale Systems (1995)Robust Optimization of Large-…Integrated inventory and transportation management with stochastic demands: A scenario-based economic model predictive control approach (2022)Integrated inventory and tran…A scenario optimization approach to reliability-based and risk-based design: Soft-constrained modulation of failure probability bounds (2021)A scenario optimization appro…Learning-Based Robust Optimization: Procedures and Statistical Guarantees (2020)Learning-Based Robust Optimiz…Risk and complexity in scenario optimization (2019)Risk and complexity in scenar…Resilient facility location against the risk of disruptions (2017)Resilient facility location a…On the Connection Between Compression Learning and Scenario Based Single-Stage and Cascading Optimization Problems (2015)On the Connection Between Com…A Stochastic Approximation Method (1951)Coherent Measures of Risk (1999)Analysis of stochastic dual dynamic programming method (2010)Data-driven chance constrained stochastic program (2015)Theory of games and economic behavior (2019)Frameworks and Results in Distributionally Robust Optimization (2022)Chance-Constrained Programming (1959)Robust solutions of uncertain linear programs (1999)Sample Average Approximation Method for Chance Constrained Programming: Theory and Applications (2009)Decisions with Multiple Objectives (1993)Optimization under uncertainty: state-of-the-art and opportunities (2003)Robust optimization – A comprehensive survey (2007)Decomposition and Partitioning Methods for Multistage Stochastic Linear Programs (1985)Markowitz Revisited: Mean-Variance Models in Financial Portfolio Analysis (2001)Stochastic Programming Models (2003)Project scheduling under uncertainty: Survey and research potentials (2004)A General, Analytic Method for Generating Robust Strategies and Narrative Scenarios (2006)Robust Solutions of Optimization Problems Affected by Uncertain Probabilities (2012)Ambulance location and relocation models (2003)A two-stage stochastic programming framework for transportation planning in disaster response (2004)Distributionally Robust Optimization Under Moment Uncertainty with Application to Data-Driven Problems (2010)Theory and Applications of Robust Optimization (2010)A Sample Approximation Approach for Optimization with Probabilistic Constraints (2008)A practical guide to robust optimization (2015)Adjustable robust solutions of uncertain linear programs (2004)
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Cited by

  • 2019Risk and complexity in scenario optimization77 cited
  • 2020Learning-Based Robust Optimization: Procedures and Statistical Guarantees73 cited
  • 2015On the Connection Between Compression Learning and Scenario Based Single-Stage and Cascading Optimization Problems

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61 cited
  • 2017Resilient facility location against the risk of disruptions57 cited
  • 2021A scenario optimization approach to reliability-based and risk-based design: Soft-constrained modulation of failure probability bounds40 cited
  • 2022Integrated inventory and transportation management with stochastic demands: A scenario-based economic model predictive control approach19 cited