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Convex Approximations of Chance Constrained Programs
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journal
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January 2007 |
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Chance constrained unit commitment approximation under stochastic wind energy
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journal
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October 2021 |
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Extensions of Stochastic Optimization Results to Problems with System Failure Probability Functions
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journal
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April 2007 |
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On extensions of the Brunn-Minkowski and Prékopa-Leindler theorems, including inequalities for log concave functions, and with an application to the diffusion equation
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journal
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August 1976 |
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Solving Chance-Constrained Problems via a Smooth Sample-Based Nonlinear Approximation
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journal
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January 2020 |
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Solving Stochastic Compositional Optimization is Nearly as Easy as Solving Stochastic Optimization
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journal
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January 2021 |
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Cost Horizons and Certainty Equivalents: An Approach to Stochastic Programming of Heating Oil
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journal
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April 1958 |
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A joint chance-constrained programming approach for the single-item capacitated lot-sizing problem with stochastic demand
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journal
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October 2017 |
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Convergence Analysis for Mathematical Programs with Distributionally Robust Chance Constraint
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journal
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January 2017 |
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Probability Gradient Estimation by Set-Valued Calculus and Applications in Network Design
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journal
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January 2005 |
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Sample size selection in optimization methods for machine learning
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journal
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June 2012 |
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A Sequential Algorithm for Solving Nonlinear Optimization Problems with Chance Constraints
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journal
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January 2018 |
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Chance-Constrained Programming
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journal
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October 1959 |
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Eventual convexity of chance constrained feasible sets
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journal
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November 2013 |
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Gradient Formulae for Nonlinear Probabilistic Constraints with Non-convex Quadratic Forms
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journal
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February 2020 |
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Chance-Constrained Optimal Power Flow: Risk-Aware Network Control under Uncertainty
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journal
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January 2014 |
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Derivatives of probability functions and integrals over sets given by inequalities
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journal
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December 1994 |
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Joint chance constrained programming for hydro reservoir management
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journal
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October 2013 |
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Sample Average Approximation Method for Chance Constrained Programming: Theory and Applications
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journal
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March 2009 |
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Chance-constrained economic dispatch with renewable energy and storage
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journal
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April 2018 |
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Gradient Formulae for Nonlinear Probabilistic Constraints with Gaussian and Gaussian-Like Distributions
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journal
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January 2014 |
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(Sub-)Differentiability of Probability Functions with Elliptical Distributions
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journal
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October 2017 |
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Nonanticipative duality, relaxations, and formulations for chance-constrained stochastic programs
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journal
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May 2016 |
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A Sampling-and-Discarding Approach to Chance-Constrained Optimization: Feasibility and Optimality
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journal
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October 2010 |
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A Single Timescale Stochastic Approximation Method for Nested Stochastic Optimization
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January 2020 |
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Chance Constrained Programming with Joint Constraints
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journal
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December 1965 |
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Optimization and Nonsmooth Analysis
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book
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January 1990 |
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Multilevel Stochastic Gradient Methods for Nested Composition Optimization
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journal
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January 2019 |
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From CVaR to Uncertainty Set: Implications in Joint Chance-Constrained Optimization
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journal
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April 2010 |
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A class of stochastic programming decision problems
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journal
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January 1972 |
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A Discussion of Probability Functions and Constraints from a Variational Perspective
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journal
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September 2020 |
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Probabilistically Constrained Linear Programs and Risk-Adjusted Controller Design
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journal
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January 2005 |
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Sequential Convex Approximations to Joint Chance Constrained Programs: A Monte Carlo Approach
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journal
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June 2011 |
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Chance‐constrained optimal inflow control in hyperbolic supply systems with uncertain demand
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journal
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November 2020 |
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Derivatives of probability functions and some applications
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journal
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December 1995 |
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(Sub-)Gradient Formulae for Probability Functions of Random Inequality Systems under Gaussian Distribution
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journal
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January 2017 |
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Accelerated gradient methods for nonconvex nonlinear and stochastic programming
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journal
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February 2015 |
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A Stochastic Approximation Method
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journal
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September 1951 |
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Robust Stochastic Approximation Approach to Stochastic Programming
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journal
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January 2009 |
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Budget-constrained stochastic approximation
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conference
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December 2015 |
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Constrained Bundle Methods for Upper Inexact Oracles with Application to Joint Chance Constrained Energy Problems
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journal
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January 2014 |
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SI-ADMM: A Stochastic Inexact ADMM Framework for Stochastic Convex Programs
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journal
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June 2020 |
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Distributionally Robust Portfolio Optimization
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conference
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December 2019 |
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An Approximation-Based Approach for Chance-Constrained Vehicle Routing and Air Traffic Control Problems
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book
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January 2019 |
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A bundle method for nonsmooth DC programming with application to chance-constrained problems
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journal
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November 2020 |
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Acceleration of Stochastic Approximation by Averaging
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journal
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July 1992 |
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Managing inventory and service levels in a safety stock-based inventory routing system with stochastic retailer demands
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journal
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January 2017 |
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Convex bodies and norms associated to convex measures
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journal
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March 2009 |
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Probability Maximization with Random Linear Inequalities: Alternative Formulations and Stochastic Approximation Schemes
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conference
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June 2018 |
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Introduction to integral discriminants
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journal
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December 2009 |
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A Sample Approximation Approach for Optimization with Probabilistic Constraints
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journal
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January 2008 |
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The Sequential Unconstrained Minimization Technique (SUMT) Without Parameters
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journal
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October 1967 |
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Nonconvex and Nonsmooth Approaches for Affine Chance-Constrained Stochastic Programs
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journal
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May 2022 |
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Probabilistic optimization via approximate p-efficient points and bundle methods
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journal
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January 2017 |
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Stochastic compositional gradient descent: algorithms for minimizing compositions of expected-value functions
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journal
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May 2016 |
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Chance-constrained optimization for pension fund portfolios in the presence of default risk
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journal
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January 2017 |
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The subdifferential of measurable composite max integrands and smoothing approximation
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journal
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October 2019 |
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Introduction to Piecewise Differentiable Equations
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book
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January 2012 |