Bayesian Joint Chance Constrained Optimization: Approximations and Statistical Consistency

DOI10.1137/21m1430005zbMath1522.90051arXiv2106.12199OpenAlexW3175846333MaRDI QIDQ6176420

Prateek Jaiswal, Harsha Honnappa, Unnamed Author

Publication date: 23 August 2023

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2106.12199

zbMATH Keywords

Bayesian inferencevariational Bayeschance-constrained optimizationdata-driven optimization

Mathematics Subject Classification ID

Bayesian inference (62F15) Bayesian problems; characterization of Bayes procedures (62C10) Nonlinear programming (90C30) Stochastic programming (90C15) Queues and service in operations research (90B22)

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