Pages that link to "Item:Q5926331"

The following pages link to Concavity and efficient points of discrete distributions in probabilistic programming. (Q5926331):

Displaying 50 items.

• Chance-constrained problems and rare events: an importance sampling approach (Q291054) (← links)
• Decomposition algorithms for two-stage chance-constrained programs (Q291060) (← links)
• Multi-objective probabilistically constrained programs with variable risk: models for multi-portfolio financial optimization (Q322926) (← links)
• Using integer programming for balancing return and risk in problems with individual chance constraints (Q342012) (← links)
• A branch-and-cut decomposition algorithm for solving chance-constrained mathematical programs with finite support (Q403644) (← links)
• Mixed integer linear programming formulations for probabilistic constraints (Q439901) (← links)
• Asymptotically optimal staffing of service systems with joint QoS constraints (Q475145) (← links)
• The robust binomial approach to chance-constrained optimization problems with application to stochastic partitioning of large process networks (Q518934) (← links)
• A sampling-and-discarding approach to chance-constrained optimization: feasibility and Optimality (Q535064) (← links)
• Uniform quasi-concavity in probabilistic constrained stochastic programming (Q635508) (← links)
• Branch-and-cut approaches for chance-constrained formulations of reliable network design problems (Q744205) (← links)
• Rectangular chance constrained geometric optimization (Q779767) (← links)
• Solving joint chance constrained problems using regularization and Benders' decomposition (Q827143) (← links)
• Analysis and optimization of recruitment stocking problems (Q828830) (← links)
• MIP reformulations of the probabilistic set covering problem (Q847820) (← links)
• An integer programming approach for linear programs with probabilistic constraints (Q847852) (← links)
• Integrated chance constraints: reduced forms and an algorithm (Q867427) (← links)
• IIS branch-and-cut for joint chance-constrained stochastic programs and application to optimal vaccine allocation (Q992606) (← links)
• Mathematical programming approaches for generating \(p\)-efficient points (Q992653) (← links)
• Sample average approximation method for chance constrained programming: Theory and applications (Q1035926) (← links)
• Relaxations and approximations of chance constraints under finite distributions (Q1650766) (← links)
• Probabilistic optimization via approximate \(p\)-efficient points and bundle methods (Q1652036) (← links)
• Risk tomography (Q1681334) (← links)
• A polyhedral study on chance constrained program with random right-hand side (Q1683680) (← links)
• New sufficient conditions for strong unimodality of multivariate discrete distributions (Q1701085) (← links)
• A polyhedral study of the static probabilistic lot-sizing problem (Q1708524) (← links)
• First-order dominance: stronger characterization and a bivariate checking algorithm (Q1717226) (← links)
• Computing the probability of union in the $n$-dimensional Euclidean space for application of the multivariate quantile: $p$-level efficient points (Q1728220) (← links)
• Convexity of chance constrained programming problems with respect to a new generalized concavity notion (Q1761846) (← links)
• Designing robust emergency medical service via stochastic programming (Q1827657) (← links)
• Bounds for probabilistic integer programming problems (Q1850114) (← links)
• On convex probabilistic programming with discrete distributions. (Q1875224) (← 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)
• A provisioning problem with stochastic payments (Q1926876) (← links)
• Multivariate value at risk and related topics (Q1931628) (← links)
• Pattern definition of the \(p\)-efficiency concept (Q1931642) (← links)
• Augmented Lagrangian method for probabilistic optimization (Q1931647) (← links)
• Risk-return trade-off with the scenario approach in practice: a case study in portfolio selection (Q1935293) (← links)
• Regularization methods for optimization problems with probabilistic constraints (Q1949268) (← links)
• An exact approach for solving integer problems under probabilistic constraints with random technology matrix (Q1958623) (← links)
• Analysis of a chance-constrained new product risk model with multiple customer classes (Q1991227) (← links)
• Gaining traction: on the convergence of an inner approximation scheme for probability maximization (Q2045616) (← links)
• Bounds for probabilistic programming with application to a blend planning problem (Q2060407) (← links)
• Chance-constrained sets approximation: a probabilistic scaling approach (Q2071956) (← links)
• Generalized differentiation of probability functions: parameter dependent sets given by intersections of convex sets and complements of convex sets (Q2115132) (← links)
• Robust approximation of chance constrained DC optimal power flow under decision-dependent uncertainty (Q2140173) (← links)
• Nonconvex and nonsmooth approaches for affine chance-constrained stochastic programs (Q2158841) (← links)
• Approximation of probabilistic constraints in stochastic programming problems with a probability measure kernel (Q2173180) (← links)
• Partial sample average approximation method for chance constrained problems (Q2311101) (← links)