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ON PROBABILISTIC CONSTRAINED PROGRAMMING
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ON PROBABILISTIC CONSTRAINED PROGRAMMING (2015)ON PROBABILISTIC CONSTRAINED PROGRAMMINGChance Constrained Programming with Joint Constraints (1965)Chance Constrained Programmin…Learning-Based Robust Optimization: Procedures and Statistical Guarantees (2020)Learning-Based Robust Optimiz…Optimized Bonferroni approximations of distributionally robust joint chance constraints (2019)Optimized Bonferroni approxim…Data-Driven Chance Constrained Optimization under Wasserstein Ambiguity Sets (2019)Data-Driven Chance Constraine…Data-driven individual and joint chance-constrained optimization via kernel smoothing (2015)Data-driven individual and jo…Monte Carlo Methods for Value-at-Risk and Conditional Value-at-Risk (2014)Monte Carlo Methods for Value…A branch-and-cut decomposition algorithm for solving chance-constrained mathematical programs with finite support (2013)A branch-and-cut decompositio…Pattern-Based Modeling and Solution of Probabilistically Constrained Optimization Problems (2012)Pattern-Based Modeling and So…A second-order cone programming approach for linear programs with joint probabilistic constraints (2012)A second-order cone programmi…Sequential Convex Approximations to Joint Chance Constrained Programs: A Monte Carlo Approach (2011)Sequential Convex Approximati…On safe tractable approximations of chance constraints (2011)On safe tractable approximati…Alternate risk measures for emergency medical service system design (2010)Alternate risk measures for e…Goal-Driven Optimization (2009)Goal-Driven OptimizationSolving Chance-Constrained Stochastic Programs via Sampling and Integer Programming (2008)Solving Chance-Constrained St…An Efficient Trajectory Method for Probabilistic Production-Inventory-Distribution Problems (2007)An Efficient Trajectory Metho…A branch and bound method for stochastic integer problems under probabilistic constraints (2002)A branch and bound method for…Contributions to the theory of stochastic programming (1973)Contributions to the theory o…Robust solutions of Linear Programming problems contaminated with uncertain data (2000)The Price of Robustness (2004)Introduction to Stochastic Programming (2011)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)Stochastic Programming (1995)Robust solutions of uncertain linear programs (1999)Optimization of conditional value-at-risk (2000)An Inner-Outer Approximation Approach to Chance Constrained Optimization (2017)A robust optimization approach for humanitarian needs assessment planning under travel time uncertainty (2019)Risk and complexity in scenario optimization (2019)Linear Programming under Uncertainty (1955)Inequalities (1961)Dual method for the solution of a one-stage stochastic programming problem with random RHS obeying a discrete probability distribution (1990)Probabilistic Programming (2003)Linear Programming Under Uncertainty (2004)On mixing sets arising in chance-constrained programming (2010)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)A Sampling-and-Discarding Approach to Chance-Constrained Optimization: Feasibility and Optimality (2010)Coherent Measures of Risk (1999)Conditional value-at-risk for general loss distributions (2002)Multilevel Nested Simulation for Efficient Risk Estimation (2019)Risk Quantification in Stochastic Simulation under Input Uncertainty (2020)Dynamic Version of the Economic Lot Size Model (1958)Handbooks in operations research and management science (1989)Genetic Algorithm based technique for solving Chance Constrained Problems (2006)Robust Convex Optimization (1998)Stochastic Programming (2010)A Branch-and-Cut Method for Dynamic Decision Making Under Joint Chance Constraints (2014)A stochastic approach for designing two-tiered emergency medical service systems (2017)Chance-constrained optimization under limited distributional information: A review of reformulations based on sampling and distributional robustness (2022)Lectures on Stochastic Programming: Modeling and Theory (2009)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)Distributionally robust chance-constrained programs with right-hand side uncertainty under Wasserstein ambiguity (2021)Optimizing decisions for a dual-channel retailer with service level requirements and demand uncertainties: A Wasserstein metric-based distributionally robust optimization approach (2021)Minimum cost consensus models based on random opinions (2017)Robust Optimization Made Easy with ROME (2011)Adjustable Robust Optimization via Fourier–Motzkin Elimination (2018)A Review of Robust Operations Management under Model Uncertainty (2020)
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References

  • 1965Chance Constrained Programming with Joint Constraints456 cited

Cited by

  • 2011Sequential Convex Approximations to Joint Chance Constrained Programs: A Monte Carlo Approach191 cited
  • 1973Contributions to the theory of stochastic programming189 cited
  • 2013A branch-and-cut decomposition algorithm for solving chance-constrained mathematical programs with finite support165 cited
  • 2008Solving Chance-Constrained Stochastic Programs via Sampling and Integer Programming160 cited
  • 2011On safe tractable approximations of chance constraints122 cited
  • 2002A branch and bound method for stochastic integer problems under probabilistic constraints107 cited
  • 2009Goal-Driven Optimization106 cited
  • 2014Monte Carlo Methods for Value-at-Risk and Conditional Value-at-Risk91 cited
  • 2019Data-Driven Chance Constrained Optimization under Wasserstein Ambiguity Sets84 cited
  • 2019Optimized Bonferroni approximations of distributionally robust joint chance constraints84 cited
  • 2007An Efficient Trajectory Method for Probabilistic Production-Inventory-Distribution Problems79 cited
  • 2012A second-order cone programming approach for linear programs with joint probabilistic constraints77 cited
  • 2020Learning-Based Robust Optimization: Procedures and Statistical Guarantees

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73 cited
  • 2015Data-driven individual and joint chance-constrained optimization via kernel smoothing73 cited
  • 2010Alternate risk measures for emergency medical service system design69 cited
  • 2012Pattern-Based Modeling and Solution of Probabilistically Constrained Optimization Problems65 cited