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On probabilistic constraints induced by rectangular sets and multivariate normal distributions
4 references·3 citing·23 second hop
On probabilistic constraints induced by rectangular sets and multivariate normal distributions (2010)On probabilistic constraints induced by r…A model for dynamic chance constraints in hydro power reservoir management (2010)A model for dynamic chance co…Stochastic Programming (1995)Stochastic ProgrammingDerivatives of probability functions and some applications (1995)Derivatives of probability fu…Handbooks in operations research and management science (1989)Handbooks in operations resea…Multisourcing Supply Network Design: Two-Stage Chance-Constrained Model, Tractable Approximations, and Computational Results (2017)Multisourcing Supply Network …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…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)Gradient Estimation via Perturbation Analysis (1991)Methods for Structural Reliability Computations (1991)Gradient Formulae for Nonlinear Probabilistic Constraints with Gaussian and Gaussian-Like Distributions (2014)Risk-Averse PDE-Constrained Optimization Using the Conditional Value-At-Risk (2016)An Inner-Outer Approximation Approach to Chance Constrained Optimization (2017)Stochastic Programming (1995)A Branch-and-Cut Method for Dynamic Decision Making Under Joint Chance Constraints (2014)Chance-constrained problems and rare events: an importance sampling approach (2015)Chance-constrained optimization under limited distributional information: A review of reformulations based on sampling and distributional robustness (2022)Robust solutions of Linear Programming problems contaminated with uncertain data (2000)The Price of Robustness (2004)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)
this work references cited by second hop

References

  • 1989Handbooks in operations research and management science2,388 cited
  • 1995Stochastic Programming1,539 cited
  • 1995Derivatives of probability functions and some applications103 cited
  • 2010A model for dynamic chance constraints in hydro power reservoir management63 cited

Cited by

  • 2014A tractable approximation of non-convex chance constrained optimization with non-Gaussian uncertainties42 cited
  • 2011Chance Constrained Programming and Its Applications to Energy Management39 cited
  • 2017Multisourcing Supply Network Design: Two-Stage Chance-Constrained Model, Tractable Approximations, and Computational Results18 cited

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