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The exact feasibility of randomized solutions of robust convex programs
6 references·2 citing·32 second hop
The exact feasibility of randomized solutions of robust convex programs (2008)The exact feasibility of randomized solut…Scenario Approximations of Chance Constraints (2006)Scenario Approximations of Ch…Ambiguous chance constrained problems and robust optimization (2005)Ambiguous chance constrained …Uncertain convex programs: randomized solutions and confidence levels (2004)Uncertain convex programs: ra…Robust Solutions of Uncertain Quadratic and Conic-Quadratic Problems (2002)Robust Solutions of Uncertain…Robust solutions of uncertain linear programs (1999)Robust solutions of uncertain…Robust Convex Optimization (1998)Robust Convex OptimizationSafe Approximations of Ambiguous Chance Constraints Using Historical Data (2012)Safe Approximations of Ambigu…A constraint sampling approach for multi-stage robust optimization (2012)A constraint sampling approac…Stochastic Programming (1995)Robust Optimization (2009)Introduction to Stochastic Programming (2011)Two-stage linear decision rules for multi-stage stochastic programming (2018)Robust solutions of Linear Programming problems contaminated with uncertain data (2000)Adjustable robust solutions of uncertain linear programs (2004)Stochastic Programming (2010)Solving two-stage robust optimization problems using a column-and-constraint generation method (2013)Chance-Constrained Programming (1959)Maxmin expected utility with non-unique prior (1989)Coherent Measures of Risk (1999)A Linear Decision-Based Approximation Approach to Stochastic Programming (2007)Stochastic programming approach to optimization under uncertainty (2007)Kullback-Leibler divergence constrained distributionally robust optimization (2012)Common risk factors in the returns on stocks and bonds (1993)Response Surface Methodology: Process and Product Optimization Using Designed Experiments (1996)Data-Driven Chance Constrained Programs over Wasserstein Balls (2019)A survey of nonlinear robust optimization (2020)Data-driven robust optimization using deep neural networks (2022)Robust Optimization of Large-Scale Systems (1995)A Sample Approximation Approach for Optimization with Probabilistic Constraints (2008)The Exact Feasibility of Randomized Solutions of Uncertain Convex Programs (2008)A practical guide to robust optimization (2015)Monte Carlo Sampling Methods (2003)On safe tractable approximations of chance constraints (2011)Advances and applications of chance-constrained approaches to systems optimisation under uncertainty (2012)Wait-and-judge scenario optimization (2016)Theory and Applications of Robust Optimization (2011)Performance Bounds for the Scenario Approach and an Extension to a Class of Non-Convex Programs (2014)Robust Multistage Decision Making (2015)Distributionally Robust Optimization Under Moment Uncertainty with Application to Data-Driven Problems (2010)Theory and Applications of Robust Optimization (2010)
this work references cited by second hop

References

  • 1998Robust Convex Optimization2,606 cited
  • 1999Robust solutions of uncertain linear programs1,832 cited
  • 2004Uncertain convex programs: randomized solutions and confidence levels660 cited
  • 2005Ambiguous chance constrained problems and robust optimization303 cited
  • 2006Scenario Approximations of Chance Constraints196 cited
  • 2002Robust Solutions of Uncertain Quadratic and Conic-Quadratic Problems189 cited

Cited by

  • 2012Safe Approximations of Ambiguous Chance Constraints Using Historical Data48 cited
  • 2012A constraint sampling approach for multi-stage robust optimization44 cited

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