Pages that link to "Item:Q1769067"

The following pages link to Uncertain convex programs: randomized solutions and confidence levels (Q1769067):

Displaying 50 items.

• Properties of chance constraints in infinite dimensions with an application to PDE constrained optimization (Q1711088) (← links)
• Ambiguous risk constraints with moment and unimodality information (Q1717225) (← links)
• Identifying effective scenarios in distributionally robust stochastic programs with total variation distance (Q1717235) (← links)
• Large-scale unit commitment under uncertainty: an updated literature survey (Q1730531) (← links)
• Multipolar robust optimization (Q1731824) (← links)
• A survey of adjustable robust optimization (Q1740490) (← links)
• Computing near-optimal value-at-risk portfolios using integer programming techniques (Q1754091) (← links)
• A dynamic game approach to distributionally robust safety specifications for stochastic systems (Q1797093) (← links)
• On safe tractable approximations of chance constraints (Q1926690) (← links)
• Lagrangian decomposition and mixed-integer quadratic programming reformulations for probabilistically constrained quadratic programs (Q1926817) (← links)
• Multi-resource allocation in stochastic project scheduling (Q1931636) (← links)
• Pattern definition of the \(p\)-efficiency concept (Q1931642) (← links)
• Risk-return trade-off with the scenario approach in practice: a case study in portfolio selection (Q1935293) (← links)
• Robust stability of Markov jump linear systems through randomized evaluations (Q2008417) (← links)
• Sharp upper and lower bounds for maximum likelihood solutions to random Gaussian bilateral inequality systems (Q2010090) (← links)
• Stochastic task networks -- trading performance for stability (Q2011606) (← links)
• Saddle point approximation approaches for two-stage robust optimization problems (Q2022185) (← links)
• A stochastic primal-dual method for optimization with conditional value at risk constraints (Q2046691) (← links)
• A stochastic approximation method for approximating the efficient frontier of chance-constrained nonlinear programs (Q2063194) (← links)
• A theory of the risk for empirical CVaR with application to portfolio selection (Q2070025) (← links)
• Data-driven tuning for chance constrained optimization: analysis and extensions (Q2085821) (← links)
• Joint chance-constrained programs and the intersection of mixing sets through a submodularity lens (Q2089774) (← links)
• Near-optimal solutions of convex semi-infinite programs via targeted sampling (Q2095909) (← links)
• Distributionally robust chance-constrained programs with right-hand side uncertainty under Wasserstein ambiguity (Q2097654) (← links)
• On sample average approximation for two-stage stochastic programs without relatively complete recourse (Q2097656) (← links)
• Risk and complexity in scenario optimization (Q2118077) (← links)
• A smooth approximation approach for optimization with probabilistic constraints based on sigmoid function (Q2129136) (← links)
• Varying zonotopic tube RMPC with switching logic for lateral path tracking of autonomous vehicle (Q2137077) (← links)
• Robust approximation of chance constrained DC optimal power flow under decision-dependent uncertainty (Q2140173) (← links)
• Adaptive primal-dual stochastic gradient method for expectation-constrained convex stochastic programs (Q2146450) (← links)
• Nonconvex and nonsmooth approaches for affine chance-constrained stochastic programs (Q2158841) (← links)
• Frameworks and results in distributionally robust optimization (Q2165596) (← links)
• A distributionally robust optimization approach for two-stage facility location problems (Q2195563) (← links)
• Random sampling with removal (Q2207595) (← links)
• Robust stability of stochastic systems with varying delays: application to RLC circuit with intermittent closed-loop (Q2246012) (← links)
• Research on probabilistic methods for control system design (Q2276096) (← links)
• Optimal disturbance compensation for constrained linear systems operating in stationary conditions: a scenario-based approach (Q2280962) (← links)
• Derivative-free robust optimization by outer approximations (Q2288189) (← links)
• Varying confidence levels for CVaR risk measures and minimax limits (Q2297651) (← links)
• Approximate cutting plane approaches for exact solutions to robust optimization problems (Q2301927) (← links)
• A randomized relaxation method to ensure feasibility in stochastic control of linear systems subject to state and input constraints (Q2307539) (← links)
• Partial sample average approximation method for chance constrained problems (Q2311101) (← links)
• The wait-and-judge scenario approach applied to antenna array design (Q2320467) (← links)
• Randomized methods for design of uncertain systems: sample complexity and sequential algorithms (Q2342767) (← links)
• Large-scale unit commitment under uncertainty (Q2351161) (← links)
• On distributionally robust chance-constrained linear programs (Q2370049) (← links)
• Inexact stabilized Benders' decomposition approaches with application to chance-constrained problems with finite support (Q2374364) (← links)
• Integrated facility location and production scheduling in multi-generation energy systems (Q2417072) (← links)
• Worst-case violation of sampled convex programs for optimization with uncertainty (Q2429409) (← links)
• Convex relaxations of chance constrained optimization problems (Q2439484) (← links)