Pages that link to "Item:Q1769067"
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The following pages link to Uncertain convex programs: randomized solutions and confidence levels (Q1769067):
Displaying 50 items.
- Genetic algorithm based technique for solving chance constrained problems (Q2464197) (← links)
- On two-stage convex chance constrained problems (Q2466772) (← links)
- A probabilistic analytic center cutting plane method for feasibility of uncertain LMIs (Q2477698) (← links)
- Ambiguous chance constrained problems and robust optimization (Q2492682) (← links)
- LMI relaxations in robust control (Q2512026) (← links)
- Stochastic assembly line balancing: general bounds and reliability-based branch-and-bound algorithm (Q2672079) (← links)
- Nonlinear set membership filter with state estimation constraints via consensus-ADMM (Q2681381) (← links)
- Probabilistic feasibility guarantees for convex scenario programs with an arbitrary number of discarded constraints (Q2683215) (← links)
- Chance-constrained set covering with Wasserstein ambiguity (Q2687060) (← links)
- Statistical optimization in high dimensions (Q2830768) (← links)
- Generation of signals with specified second-order properties for constrained systems (Q2830857) (← links)
- Convergence analysis on a smoothing approach to joint chance constrained programs (Q2836097) (← links)
- An improved convex 0-1 quadratic program reformulation for chance-constrained quadratic knapsack problems (Q2846489) (← links)
- Advances and applications of chance-constrained approaches to systems optimisation under uncertainty (Q2872537) (← links)
- Automatic robust convex programming (Q2885466) (← links)
- Chance constrained problems: penalty reformulation and performance of sample approximation technique (Q2893936) (← links)
- ROPI—a robust optimization programming interface for C++ (Q2926082) (← links)
- FAST—Fast Algorithm for the Scenario Technique (Q2935307) (← links)
- Chance-Constrained Binary Packing Problems (Q2940063) (← links)
- Helly’s theorem: New variations and applications (Q2979647) (← links)
- Statistical Learning Theory: A Pack-based Strategy for Uncertain Feasibility and Optimization Problems (Q3053993) (← links)
- Sequential Convex Approximations to Joint Chance Constrained Programs: A Monte Carlo Approach (Q3109866) (← links)
- Mixed 0-1 Linear Programs Under Objective Uncertainty: A Completely Positive Representation (Q3109873) (← links)
- Robust control of uncertain multi-inventory systems via linear matrix inequality (Q3162866) (← links)
- Scenario Min-Max Optimization and the Risk of Empirical Costs (Q3449574) (← links)
- Design of Near Optimal Decision Rules in Multistage Adaptive Mixed-Integer Optimization (Q3450464) (← links)
- Oracle-Based Robust Optimization via Online Learning (Q3450465) (← links)
- Robust<b>ℓ</b><sub>1</sub>performance analysis for linear systems with parametric uncertainties (Q3543015) (← links)
- Tractable algorithms for chance-constrained combinatorial problems (Q3632807) (← links)
- (Q4388414) (← links)
- Beyond Chance-Constrained Convex Mixed-Integer Optimization: A Generalized Calafiore-Campi Algorithm and the notion of $S$-optimization (Q4609983) (← links)
- Networked Parallel Algorithms for Robust Convex Optimization via the Scenario Approach (Q4625791) (← links)
- Ambiguous Chance-Constrained Binary Programs under Mean-Covariance Information (Q4687246) (← links)
- (Q4998940) (← links)
- Probabilistic Guarantees in Robust Optimization (Q5013583) (← links)
- Application of interval predictor model into robust model predictive control (Q5025903) (← links)
- Scenario-Based Verification of Uncertain MDPs (Q5039513) (← links)
- (Q5053329) (← links)
- Stochastic Cutting Planes for Data-Driven Optimization (Q5057985) (← links)
- Optimization under Rare Chance Constraints (Q5081097) (← links)
- A Framework for Solving Chance-Constrained Linear Matrix Inequality Programs (Q5085474) (← links)
- An Augmented Lagrangian Decomposition Method for Chance-Constrained Optimization Problems (Q5085476) (← links)
- General Feasibility Bounds for Sample Average Approximation via Vapnik--Chervonenkis Dimension (Q5087110) (← links)
- Scenario Approach for Minmax Optimization with Emphasis on the Nonconvex Case: Positive Results and Caveats (Q5107211) (← links)
- Primal-Dual Stochastic Gradient Method for Convex Programs with Many Functional Constraints (Q5114401) (← links)
- On Feasibility of Sample Average Approximation Solutions (Q5116547) (← links)
- Solving Chance-Constrained Problems via a Smooth Sample-Based Nonlinear Approximation (Q5116556) (← links)
- Online First-Order Framework for Robust Convex Optimization (Q5131545) (← links)
- Analytic approximation and differentiability of joint chance constraints (Q5197999) (← links)
- The discrete yet ubiquitous theorems of Carathéodory, Helly, Sperner, Tucker, and Tverberg (Q5241224) (← links)
