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IIS branch-and-cut for joint chance-constrained stochastic programs and application to optimal vaccine allocation
10 references·14 citing·32 second hop
IIS branch-and-cut for joint chance-constrained stochastic programs and application to optimal vaccine allocation (2010)IIS branch-and-cut for joint chance-const…Introduction to Stochastic Programming (2011)Introduction to Stochastic Pr…Sample Average Approximation Method for Chance Constrained Programming: Theory and Applications (2009)Sample Average Approximation …An integer programming approach for linear programs with probabilistic constraints (2008)An integer programming approa…A Sample Approximation Approach for Optimization with Probabilistic Constraints (2008)A Sample Approximation Approa…Scenario Approximations of Chance Constraints (2006)Scenario Approximations of Ch…Probabilistic Programming (2003)Probabilistic ProgrammingMonte Carlo Sampling Methods (2003)Monte Carlo Sampling MethodsProbabilistic programming with discrete distributions and precedence constrained knapsack polyhedra (2002)Probabilistic programming wit…Concavity and efficient points of discrete distributions in probabilistic programming (2000)Concavity and efficient point…Introduction to Stochastic Programming (1998)Introduction to Stochastic Pr…The role of operations and supply chain management during epidemics and pandemics: Potential and future research opportunities (2023)The role of operations and su…Optimizing the COVID-19 cold chain vaccine distribution network with medical waste management: A robust optimization approach (2023)Optimizing the COVID-19 cold …Fair allocation of personal protective equipment to health centers during early phases of a pandemic (2022)Fair allocation of personal p…Chance-constrained optimization under limited distributional information: A review of reformulations based on sampling and distributional robustness (2022)Chance-constrained optimizati…Solving Chance-Constrained Optimization Problems with Stochastic Quadratic Inequalities (2016)Solving Chance-Constrained Op…A polyhedral study on chance constrained program with random right-hand side (2016)A polyhedral study on chance …Chance Constrained Mixed Integer Program: Bilinear and Linear Formulations, and Benders Decomposition (2014)Chance Constrained Mixed Inte…A Branch-and-Cut Method for Dynamic Decision Making Under Joint Chance Constraints (2014)A Branch-and-Cut Method for D…Threshold Boolean form for joint probabilistic constraints with random technology matrix (2013)Threshold Boolean form for jo…Optimal resource allocation response to a smallpox outbreak (2013)Optimal resource allocation r…Branch-and-cut approaches for chance-constrained formulations of reliable network design problems (2013)Branch-and-cut approaches for…Risk-Return Trade-off with the Scenario Approach in Practice: A Case Study in Portfolio Selection (2012)Risk-Return Trade-off with th…Pattern-Based Modeling and Solution of Probabilistically Constrained Optimization Problems (2012)Pattern-Based Modeling and So…An Integer Programming and Decomposition Approach to General Chance-Constrained Mathematical Programs (2010)An Integer Programming and De…Stochastic Approximation Methods for Constrained and Unconstrained Systems (1978)The Sample Average Approximation Method for Stochastic Discrete Optimization (2002)Bayesian Analysis of DSGE Models (2007)Frameworks and Results in Distributionally Robust Optimization (2022)Robust Convex Optimization (1998)The Price of Robustness (2004)Uncertain convex programs: randomized solutions and confidence levels (2004)Solving Chance-Constrained Stochastic Programs via Sampling and Integer Programming (2008)A branch-and-cut decomposition algorithm for solving chance-constrained mathematical programs with finite support (2013)Monte Carlo sampling-based methods for stochastic optimization (2014)Chance Constrained Programming with Joint Constraints (1965)Stochastic Programming (1995)Stochastic network design for disaster preparedness (2014)Simulation Modeling and Analysis. (1983)Stochastic Programming (2010)Data-driven chance constrained stochastic program (2015)Wait-and-judge scenario optimization (2016)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)Optimized Bonferroni approximations of distributionally robust joint chance constraints (2019)Conditional value-at-risk for general loss distributions (2002)Theory and Applications of Robust Optimization (2010)Ambulance location and relocation models (2003)Stochastic Programming Models (2003)A two-stage stochastic programming framework for transportation planning in disaster response (2004)Designing robust emergency medical service via stochastic programming (2003)Distributionally robust joint chance constraints with second-order moment information (2011)On safe tractable approximations of chance constraints (2011)Advances and applications of chance-constrained approaches to systems optimisation under uncertainty (2012)
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Cited by

  • 2016Solving Chance-Constrained Optimization Problems with Stochastic Quadratic Inequalities66 cited
  • 2012Pattern-Based Modeling and Solution of Probabilistically Constrained Optimization Problems65 cited
  • 2022Chance-constrained optimization under limited distributional information: A review of reformulations based on sampling and distributional robustness59 cited
  • 2014A Branch-and-Cut Method for Dynamic Decision Making Under Joint Chance Constraints45 cited

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  • 2013Optimal resource allocation response to a smallpox outbreak44 cited
  • 2013Threshold Boolean form for joint probabilistic constraints with random technology matrix41 cited
  • 2023Optimizing the COVID-19 cold chain vaccine distribution network with medical waste management: A robust optimization approach39 cited
  • 2014Chance Constrained Mixed Integer Program: Bilinear and Linear Formulations, and Benders Decomposition37 cited
  • 2013Branch-and-cut approaches for chance-constrained formulations of reliable network design problems34 cited
  • 2012Risk-Return Trade-off with the Scenario Approach in Practice: A Case Study in Portfolio Selection34 cited
  • 2023The role of operations and supply chain management during epidemics and pandemics: Potential and future research opportunities32 cited
  • 2010An Integer Programming and Decomposition Approach to General Chance-Constrained Mathematical Programs32 cited
  • 2016A polyhedral study on chance constrained program with random right-hand side30 cited
  • 2022Fair allocation of personal protective equipment to health centers during early phases of a pandemic24 cited