Pages that link to "Item:Q3109866"
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The following pages link to Sequential Convex Approximations to Joint Chance Constrained Programs: A Monte Carlo Approach (Q3109866):
Displaying 21 items.
- A Framework for Solving Chance-Constrained Linear Matrix Inequality Programs (Q5085474) (← links)
- An Augmented Lagrangian Decomposition Method for Chance-Constrained Optimization Problems (Q5085476) (← links)
- Solving Chance-Constrained Problems via a Smooth Sample-Based Nonlinear Approximation (Q5116556) (← links)
- Chance constrained optimization of elliptic PDE systems with a smoothing convex approximation (Q5126413) (← links)
- Analytic approximation and differentiability of joint chance constraints (Q5197999) (← links)
- A SMOOTH APPROXIMATION TO PROBABILITY CONSTRAINED OPTIMIZATION MODEL IN COMPRESSED SENSING (Q5215099) (← links)
- Generalized Differentiation of Probability Functions Acting on an Infinite System of Constraints (Q5233103) (← links)
- Simulation Optimization: A Review and Exploration in the New Era of Cloud Computing and Big Data (Q5265460) (← links)
- Monte Carlo Methods for Value-at-Risk and Conditional Value-at-Risk (Q5270722) (← links)
- An Inner-Outer Approximation Approach to Chance Constrained Optimization (Q5355201) (← links)
- Calibrating low-rank correlation matrix problem: an SCA-based approach (Q5746715) (← links)
- Penalty and Augmented Lagrangian Methods for Constrained DC Programming (Q5868956) (← links)
- Probability maximization via Minkowski functionals: convex representations and tractable resolution (Q6038654) (← links)
- A new global algorithm for factor-risk-constrained mean-variance portfolio selection (Q6064034) (← links)
- Chance-constrained optimization under limited distributional information: a review of reformulations based on sampling and distributional robustness (Q6114933) (← links)
- Effective algorithms for optimal portfolio deleveraging problem with cross impact (Q6178391) (← links)
- A D.C. approximation approach for optimization with probabilistic constraints based on Chen-Harker-Kanzow-Smale smooth plus function (Q6540478) (← links)
- A dynamical neural network approach for distributionally robust chance-constrained Markov decision process (Q6564772) (← links)
- Chance-constrained programs with convex underlying functions: a bilevel convex optimization perspective (Q6568925) (← links)
- Pontryagin's principle for some probabilistic control problems (Q6589680) (← links)
- Robust approximation of chance constrained optimization with polynomial perturbation (Q6642796) (← links)
