SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Regularization methods for optimization problems with probabilistic constraints · Study

ArticleShelves

ArticleRegularization methods for optimization problems with probabilistic constraints

Darinka Dentcheva2012

Article2012

Regularization methods for optimization problems with probabilistic constraints

Darinka Dentcheva · Gabriela Martinez

42 citations·0/0 files stored·Mathematical Programming

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Risk and Portfolio Optimization Optimization and Variational Analysis Advanced Optimization Algorithms Research

Abstract

No abstract was published for this record.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 42 citations exist upstream.

References

2009Lectures on Stochastic Programming: Modeling and Theory 1995Stochastic Programming 2009Lectures on Stochastic Programming 2000Some Remarks on the Value-at-Risk and the Conditional Value-at-Risk 2008An integer programming approach for linear programs with probabilistic constraints 2002Measures of risk 2000Probabilistic constrained optimization : methodology and applications 2000Concavity and efficient points of discrete distributions in probabilistic programming

Cited by

2016Probabilistic optimization via approximate p-efficient points and bundle methods 2018Eventual convexity of probability constraints with elliptical distributions

Related works

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

2016Probabilistic optimization via approximate p-efficient points and bundle methodsarticle · 8 shared references 2022Chance-constrained optimization under limited distributional information: A review of reformulations based on sampling and distributional robustnessarticle · 7 shared references 2010Mathematical programming approaches for generating p-efficient pointsarticle · 6 shared references 2012Pattern-Based Modeling and Solution of Probabilistically Constrained Optimization Problemsarticle · 5 shared references 2018Relaxations and approximations of chance constraints under finite distributionsarticle · 5 shared references 2018Eventual convexity of probability constraints with elliptical distributionsarticle · 5 shared references

Details

Year2012

Typearticle

Published2012-04-27

VenueMathematical Programming

ISSN-L0025-5610

Languageen

Citations42

Files0 public / 0

ShelfRisk and Portfolio Optimization

Identifiers

doi10.1007/s10107-012-0539-6

openalex_workW2090364210

Links

Imported from OpenAlex (CC0) — nothing here is generated.