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Convexity of chance constraints with independent random variables
5 references·16 citing·34 second hop
Convexity of chance constraints with independent random variables (2007)Convexity of chance constraints with inde…Stochastic Programming (2010)Stochastic ProgrammingStochastic Programming (1995)Stochastic ProgrammingHandbooks in operations research and management science (1989)Handbooks in operations resea…Chance Constrained Programming with Joint Constraints (1965)Chance Constrained Programmin…A Stochastic Programming Model (1963)A Stochastic Programming ModelChance-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…A robust optimization approach for humanitarian needs assessment planning under travel time uncertainty (2019)A robust optimization approac…Eventual convexity of probability constraints with elliptical distributions (2018)Eventual convexity of probabi…Properties of Chance Constraints in Infinite Dimensions with an Application to PDE Constrained Optimization (2017)Properties of Chance Constrai…An Inner-Outer Approximation Approach to Chance Constrained Optimization (2017)An Inner-Outer Approximation …Solving Chance-Constrained Optimization Problems with Stochastic Quadratic Inequalities (2016)Solving Chance-Constrained Op…Scenario Min-Max Optimization and the Risk of Empirical Costs (2015)Scenario Min-Max Optimization…A tractable approximation of non-convex chance constrained optimization with non-Gaussian uncertainties (2014)A tractable approximation of …Threshold Boolean form for joint probabilistic constraints with random technology matrix (2013)Threshold Boolean form for jo…Safe Approximations of Ambiguous Chance Constraints Using Historical Data (2012)Safe Approximations of Ambigu…Advances and applications of chance-constrained approaches to systems optimisation under uncertainty (2012)Advances and applications of …A second-order cone programming approach for linear programs with joint probabilistic constraints (2012)A second-order cone programmi…Dynamic consistency for stochastic optimal control problems (2011)Dynamic consistency for stoch…Convexity of Chance Constraints with Dependent Random Variables: The Use of Copulae (2011)Convexity of Chance Constrain…Chance Constrained Programming and Its Applications to Energy Management (2011)Chance Constrained Programmin…Optimization of conditional value-at-risk (2000)Conditional value-at-risk for general loss distributions (2002)Robust Optimization (2009)An integer programming approach for linear programs with probabilistic constraints (2008)ON PROBABILISTIC CONSTRAINED PROGRAMMING (2015)Existence of Nash equilibrium for chance-constrained games (2016)Partial sample average approximation method for chance constrained problems (2018)Asset Pricing in a Generalized Mean-Lower Partial Moment Framework: Theory and Evidence (1989)Linear Programming Under Uncertainty (2004)Portfolio Choice Problems (2010)Chance-Constrained Programming (1959)Deterministic Equivalents for Optimizing and Satisficing under Chance Constraints (1963)Nonlinear and Dynamic Programming (1966)Optimization with Stochastic Dominance Constraints (2003)Stochastic Programming Models (2003)A Sampling-and-Discarding Approach to Chance-Constrained Optimization: Feasibility and Optimality (2010)Facility Location: Concepts, Models, Algorithms and Case Studies (2009)Pre-positioning of emergency supplies for disaster response (2009)Probabilistic optimization via approximate p-efficient points and bundle methods (2016)Relaxations and approximations of chance constraints under finite distributions (2018)Theory and Applications of Robust Optimization (2010)Solving Trajectory Optimization Problems in the Presence of Probabilistic Constraints (2019)Sample-Based Neural Approximation Approach for Probabilistic Constrained Programs (2021)The Price of Robustness (2004)A multi-objective stochastic programming model to configure a sustainable humanitarian logistics considering deprivation cost and patient severity (2021)A robust optimization model for location-transportation problem of disaster casualties with triage and uncertainty (2021)Humanitarian Relief Distribution Problem: An Adjustable Robust Optimization Approach (2023)Closed-Loop Supply Chain Models with Product Remanufacturing (2004)Investor Sentiment and the Cross‐Section of Stock Returns (2006)Perspectives in supply chain risk management (2006)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

  • 1989Handbooks in operations research and management science2,388 cited
  • 2010Stochastic Programming2,228 cited
  • 1995Stochastic Programming1,539 cited
  • 1963A Stochastic Programming Model575 cited
  • 1965Chance Constrained Programming with Joint Constraints456 cited

Cited by

  • 2012Advances and applications of chance-constrained approaches to systems optimisation under uncertainty108 cited
  • 2019A robust optimization approach for humanitarian needs assessment planning under travel time uncertainty83 cited
  • 2012A second-order cone programming approach for linear programs with joint probabilistic constraints77 cited
  • 2017An Inner-Outer Approximation Approach to Chance Constrained Optimization70 cited
  • 2016Solving Chance-Constrained Optimization Problems with Stochastic Quadratic Inequalities66 cited
  • 2022Chance-constrained optimization under limited distributional information: A review of reformulations based on sampling and distributional robustness59 cited
  • 2015Scenario Min-Max Optimization and the Risk of Empirical Costs53 cited
  • 2012Safe Approximations of Ambiguous Chance Constraints Using Historical Data48 cited
  • 2011Dynamic consistency for stochastic optimal control problems47 cited

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  • 2017Properties of Chance Constraints in Infinite Dimensions with an Application to PDE Constrained Optimization43 cited
  • 2014A tractable approximation of non-convex chance constrained optimization with non-Gaussian uncertainties42 cited
  • 2013Threshold Boolean form for joint probabilistic constraints with random technology matrix41 cited
  • 2011Convexity of Chance Constraints with Dependent Random Variables: The Use of Copulae40 cited
  • 2011Chance Constrained Programming and Its Applications to Energy Management39 cited
  • 2022ALSO-X and ALSO-X+: Better Convex Approximations for Chance Constrained Programs38 cited
  • 2018Eventual convexity of probability constraints with elliptical distributions36 cited