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A Discussion of Probability Functions and Constraints from a Variational Perspective
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A Discussion of Probability Functions and Constraints from a Variational Perspective (2020)A Discussion of Probability Functions and…ON PROBABILISTIC CONSTRAINED PROGRAMMING (2015)ON PROBABILISTIC CONSTRAINED …Data-Driven Distributionally Robust Optimization Using the Wasserstein Metric: Performance Guarantees and Tractable Reformulations (2015)Data-Driven Distributionally …A distributionally robust perspective on uncertainty quantification and chance constrained programming (2015)A distributionally robust per…Distributionally Robust Convex Optimization (2014)Distributionally Robust Conve…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…Distributionally robust joint chance constraints with second-order moment information (2011)Distributionally robust joint…Stochastic Linear Programming (2010)Stochastic Linear ProgrammingOn mixing sets arising in chance-constrained programming (2010)On mixing sets arising in cha…Lectures on Stochastic Programming (2009)Lectures on Stochastic Progra…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…Convexity of chance constraints with independent random variables (2007)Convexity of chance constrain…Tail Conditional Expectations for Elliptical Distributions (2003)Tail Conditional Expectations…Probabilistic Programming (2003)Probabilistic ProgrammingStochastic Programming (1995)Stochastic ProgrammingRobust 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)Optimization of conditional value-at-risk (2000)Robust Optimization (2009)Distributionally Robust Optimization Under Moment Uncertainty with Application to Data-Driven Problems (2010)Data-driven chance constrained stochastic program (2015)Distributionally Robust Stochastic Optimization with Wasserstein Distance (2022)Frameworks and Results in Distributionally Robust Optimization (2022)Maxmin expected utility with non-unique prior (1989)Introduction to Stochastic Programming (2011)Recent advances in robust optimization: An overview (2013)Data-driven robust optimization (2017)Supply chain network design under uncertainty: A comprehensive review and future research directions (2017)Coherent Measures of Risk (1999)Capital Allocation for Insurance Companies (2001)Correlation and Dependence (2001)Correlation and Dependence in Risk Management: Properties and Pitfalls (2002)Hierarchical Insurance Claims Modeling (2008)Optimal Capital Allocation Principles (2011)The Sample Average Approximation Method for Stochastic Discrete Optimization (2002)Sample Average Approximation Method for Chance Constrained Programming: Theory and Applications (2009)Chance Constrained Programming with Joint Constraints (1965)Contributions to the theory of stochastic programming (1973)Decomposition and Partitioning Methods for Multistage Stochastic Linear Programs (1985)Markowitz Revisited: Mean-Variance Models in Financial Portfolio Analysis (2001)Stochastic Programming Models (2003)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)A Sampling-and-Discarding Approach to Chance-Constrained Optimization: Feasibility and Optimality (2010)A Guide to Sample Average Approximation (2014)
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References

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  • 1995Stochastic Programming1,539 cited
  • 2009Lectures on Stochastic Programming1,419 cited
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  • 2010Stochastic Linear Programming667 cited
  • 2011Distributionally robust joint chance constraints with second-order moment information629 cited
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  • 2003Tail Conditional Expectations for Elliptical Distributions386 cited
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  • 2015A distributionally robust perspective on uncertainty quantification and chance constrained programming155 cited
  • 2007Convexity of chance constraints with independent random variables

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132 cited
  • 2010On mixing sets arising in chance-constrained programming125 cited
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