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A polyhedral study on chance constrained program with random right-hand side
16 references·0 citing·33 second hop
A polyhedral study on chance constrained program with random right-hand side (2016)A polyhedral study on chance constrained …Ambiguous Joint Chance Constraints Under Mean and Dispersion Information (2017)Ambiguous Joint Chance Constr…A branch-and-cut decomposition algorithm for solving chance-constrained mathematical programs with finite support (2013)A branch-and-cut decompositio…Sequential Convex Approximations to Joint Chance Constrained Programs: A Monte Carlo Approach (2011)Sequential Convex Approximati…On mixing sets arising in chance-constrained programming (2010)On mixing sets arising in cha…A Sampling-and-Discarding Approach to Chance-Constrained Optimization: Feasibility and Optimality (2010)A Sampling-and-Discarding App…An integer programming approach for linear programs with probabilistic constraints (2008)An integer programming approa…Convexity of chance constraints with independent random variables (2007)Convexity of chance constrain…Convex Approximations of Chance Constrained Programs (2006)Convex Approximations of Chan…Designing robust emergency medical service via stochastic programming (2003)Designing robust emergency me…Probabilistic programming with discrete distributions and precedence constrained knapsack polyhedra (2002)Probabilistic programming wit…A branch and bound method for stochastic integer problems under probabilistic constraints (2002)A branch and bound method for…Robust solutions of Linear Programming problems contaminated with uncertain data (2000)Robust solutions of Linear Pr…Optimization of conditional value-at-risk (2000)Optimization of conditional v…Concavity and efficient points of discrete distributions in probabilistic programming (2000)Concavity and efficient point…Dual method for the solution of a one-stage stochastic programming problem with random RHS obeying a discrete probability distribution (1990)Dual method for the solution …Chance Constrained Programming with Joint Constraints (1965)Chance Constrained Programmin…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)Monte Carlo sampling-based methods for stochastic optimization (2014)Stochastic Programming (1995)Introduction to Stochastic Programming (2011)Stochastic network design for disaster preparedness (2014)Robust solutions of uncertain linear programs (1999)Robust optimization ? methodology and applications (2002)Solving two-stage robust optimization problems using a column-and-constraint generation method (2013)Handbooks in operations research and management science (1989)Stochastic Programming (2010)On the Road Between Robust Optimization and the Scenario Approach for Chance Constrained Optimization Problems (2014)Optimization under uncertainty in the era of big data and deep learning: When machine learning meets mathematical programming (2019)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)Coherent Measures of Risk (1999)A Sample Approximation Approach for Optimization with Probabilistic Constraints (2008)Distributionally robust joint chance constraints with second-order moment information (2011)Data-driven robust optimization (2017)Conditional value-at-risk for general loss distributions (2002)Distributionally Robust Optimization Under Moment Uncertainty with Application to Data-Driven Problems (2010)Data-Driven Distributionally Robust Optimization Using the Wasserstein Metric: Performance Guarantees and Tractable Reformulations (2015)Probabilistic Programming (2003)Decomposition algorithms for two-stage chance-constrained programs (2014)Ambiguous Chance-Constrained Binary Programs under Mean-Covariance Information (2018)A two-stage stochastic mixed-integer program for reliable supply chain network design under uncertain disruptions and demand (2020)Monte Carlo Methods for Value-at-Risk and Conditional Value-at-Risk (2014)Minimum cost consensus models based on random opinions (2017)
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References

  • 2000Optimization of conditional value-at-risk6,711 cited
  • 2000Robust solutions of Linear Programming problems contaminated with uncertain data1,745 cited
  • 2006Convex Approximations of Chance Constrained Programs1,163 cited
  • 1965Chance Constrained Programming with Joint Constraints456 cited
  • 2010A Sampling-and-Discarding Approach to Chance-Constrained Optimization: Feasibility and Optimality401 cited
  • 2008An integer programming approach for linear programs with probabilistic constraints342 cited
  • 2000Concavity and efficient points of discrete distributions in probabilistic programming211 cited
  • 2011Sequential Convex Approximations to Joint Chance Constrained Programs: A Monte Carlo Approach191 cited
  • 2002Probabilistic programming with discrete distributions and precedence constrained knapsack polyhedra175 cited
  • 2013A branch-and-cut decomposition algorithm for solving chance-constrained mathematical programs with finite support165 cited
  • 2003Designing robust emergency medical service via stochastic programming161 cited
  • 2007Convexity of chance constraints with independent random variables132 cited
  • 2017Ambiguous Joint Chance Constraints Under Mean and Dispersion Information129 cited
  • 2010On mixing sets arising in chance-constrained programming125 cited

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  • 1990Dual method for the solution of a one-stage stochastic programming problem with random RHS obeying a discrete probability distribution123 cited
  • 2002A branch and bound method for stochastic integer problems under probabilistic constraints107 cited
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