SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
ALSO-X and ALSO-X+: Better Convex Approximations for Chance Constrained Programs
16 references·0 citing·40 second hop
ALSO-X and ALSO-X+: Better Convex Approximations for Chance Constrained Programs (2022)ALSO-X and ALSO-X+: Better Convex Approxi…Quantifying Distributional Model Risk via Optimal Transport (2019)Quantifying Distributional Mo…On distributionally robust chance constrained programs with Wasserstein distance (2019)On distributionally robust ch…Distributionally robust joint chance constraints with second-order moment information (2011)Distributionally robust joint…Copula Theory and Its Applications (2010)Copula Theory and Its Applica…Sample Average Approximation Method for Chance Constrained Programming: Theory and Applications (2009)Sample Average Approximation …Robust Optimization (2009)Robust OptimizationAn 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…Convex Approximations of Chance Constrained Programs (2006)Convex Approximations of Chan…Vendor performance with supply risk: A chance-constrained DEA approach (2005)Vendor performance with suppl…Tail Conditional Expectations for Elliptical Distributions (2003)Tail Conditional Expectations…Correlation and Dependence in Risk Management: Properties and Pitfalls (2002)Correlation and Dependence in…Concavity and efficient points of discrete distributions in probabilistic programming (2000)Concavity and efficient point…Foundations of Portfolio Theory (1991)Foundations of Portfolio Theo…Deterministic Equivalents for Optimizing and Satisficing under Chance Constraints (1963)Deterministic Equivalents for…A Stochastic Programming Model (1963)A Stochastic Programming ModelAn Introduction to Copulas (1999)Coherent Measures of Risk (1999)The distribution of realized stock return volatility (2001)Quantitative Risk Management: Concepts, Techniques, and Tools (2005)Pair-copula constructions of multiple dependence (2007)The Econometrics of Financial Markets (2012)Chance-Constrained Programming (1959)Portfolio Selection: Efficient Diversification of Investments (1959)Data envelopment analysis theory and techniques for economics and operations research (2004)Linear Programming Under Uncertainty (2004)On Distributionally Robust Chance-Constrained Linear Programs (2006)Frameworks and Results in Distributionally Robust Optimization (2022)Optimization of conditional value-at-risk (2000)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)The Price of Robustness (2004)Data-driven robust optimization (2017)PORTFOLIO SELECTION* (1952)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Commissioned Paper: Capacity Management, Investment, and Hedging: Review and Recent Developments (2003)The Adaptive Markets Hypothesis (2004)The Failure of Risk Management: Why It's Broken and How to Fix It (2009)Theory of games and economic behavior (2019)Robust Convex Optimization (1998)The Sample Average Approximation Method for Stochastic Discrete Optimization (2002)Simulation Modeling and Analysis. (1983)Stochastic Programming (1995)Stochastic Programming (2010)Monte Carlo sampling-based methods for stochastic optimization (2014)Wait-and-judge scenario optimization (2016)Chance Constrained Programming with Joint Constraints (1965)Asset Pricing in a Generalized Mean-Lower Partial Moment Framework: Theory and Evidence (1989)Asset Allocation in a Downside Risk Framework (2000)Extreme-Value Copulas (2010)Modeling Dependence with C- and D-Vine Copulas: The R Package CDVine (2013)A review of quantification methodologies for multi-hazard interrelationships (2019)Robust Solutions of Optimization Problems Affected by Uncertain Probabilities (2012)Distributionally Robust Convex Optimization (2014)Data-Driven Distributionally Robust Optimization Using the Wasserstein Metric: Performance Guarantees and Tractable Reformulations (2015)
this work references cited by second hop

References

  • 2009Robust Optimization3,008 cited
  • 2002Correlation and Dependence in Risk Management: Properties and Pitfalls1,992 cited
  • 2006Convex Approximations of Chance Constrained Programs1,163 cited
  • 1991Foundations of Portfolio Theory1,129 cited
  • 1963Deterministic Equivalents for Optimizing and Satisficing under Chance Constraints992 cited
  • 2010Copula Theory and Its Applications669 cited
  • 2011Distributionally robust joint chance constraints with second-order moment information629 cited
  • 2008A Sample Approximation Approach for Optimization with Probabilistic Constraints615 cited
  • 1963A Stochastic Programming Model575 cited
  • 2009Sample Average Approximation Method for Chance Constrained Programming: Theory and Applications524 cited
  • 2003Tail Conditional Expectations for Elliptical Distributions386 cited
  • 2019Quantifying Distributional Model Risk via Optimal Transport352 cited
  • 2008An integer programming approach for linear programs with probabilistic constraints342 cited
  • 2005Vendor performance with supply risk: A chance-constrained DEA approach283 cited
  • 2019On distributionally robust chance constrained programs with Wasserstein distance

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

257 cited
  • 2000Concavity and efficient points of discrete distributions in probabilistic programming211 cited
  • Cited by

    No citing works inside the corpus for this window.