Probability estimation via policy restrictions, convexification, and approximate sampling
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Publication:2097639
DOI10.1007/s10107-022-01823-6zbMath1506.90186OpenAlexW4280555268WikidataQ114852451 ScholiaQ114852451MaRDI QIDQ2097639
Mohit Tawarmalani, Ashish Chandra
Publication date: 14 November 2022
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10107-022-01823-6
moment problemuncertainty quantificationchance-constrained optimizationrobust counterpartapproximate counting and sampling
Nonconvex programming, global optimization (90C26) Large deviations (60F10) Reliability, testing and fault tolerance of networks and computer systems (68M15) Robustness in mathematical programming (90C17)
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