Cherukuri, Ashish Sample average approximation of conditional value-at-risk based variational inequalities. (English) Zbl 1541.90340 Optim. Lett. 18, No. 2, 471-496 (2024). MSC: 90C33 × Cite Format Result Cite Review PDF Full Text: DOI arXiv OA License
Jiang, Nan; Xie, Weijun ALSO-X and ALSO-X+: better convex approximations for chance constrained programs. (English) Zbl 1510.90193 Oper. Res. 70, No. 6, 3581-3600 (2022). MSC: 90C15 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Kim, Sojung; Weber, Stefan Simulation methods for robust risk assessment and the distorted mix approach. (English) Zbl 1490.91249 Eur. J. Oper. Res. 298, No. 1, 380-398 (2022). MSC: 91G70 62P05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Chen, Zhiping; Hu, He; Jiang, Jie Quantitative stability and empirical approximation of risk-averse models induced by two-stage stochastic programs with full random recourse. (English) Zbl 1481.90235 Asia-Pac. J. Oper. Res. 38, No. 4, Article ID 2050056, 25 p. (2021). MSC: 90C15 90C31 × Cite Format Result Cite Review PDF Full Text: DOI
Liu, Zhimin; Qu, Shaojian; Raza, Hassan; Wu, Zhong; Qu, Deqiang; Du, Jianhui Two-stage mean-risk stochastic mixed integer optimization model for location-allocation problems under uncertain environment. (English) Zbl 1476.90222 J. Ind. Manag. Optim. 17, No. 5, 2783-2804 (2021). MSC: 90C15 90C90 × Cite Format Result Cite Review PDF Full Text: DOI
Liu, Zhimin; Qu, Shaojian; Goh, Mark; Wu, Zhong; Huang, Ripeng; Ma, Gang Two-stage mean-risk stochastic optimization model for port cold storage capacity under pelagic fishery yield uncertainty. (English) Zbl 07527042 Physica A 541, Article ID 123338, 11 p. (2020). MSC: 82-XX × Cite Format Result Cite Review PDF Full Text: DOI
Adam, Lukáš; Branda, Martin; Heitsch, Holger; Henrion, René Solving joint chance constrained problems using regularization and Benders’ decomposition. (English) Zbl 1451.90103 Ann. Oper. Res. 292, No. 2, 683-709 (2020). MSC: 90C15 90C26 49M05 × Cite Format Result Cite Review PDF Full Text: DOI
Gourtani, Arash; Nguyen, Tri-Dung; Xu, Huifu A distributionally robust optimization approach for two-stage facility location problems. (English) Zbl 1445.90051 EURO J. Comput. Optim. 8, No. 2, 141-172 (2020). MSC: 90B80 90C17 90C22 90C34 × Cite Format Result Cite Review PDF Full Text: DOI OA License
Geletu, A.; Hoffmann, Armin; Li, P. Analytic approximation and differentiability of joint chance constraints. (English) Zbl 1428.90104 Optimization 68, No. 10, 1985-2023 (2019). MSC: 90C15 90C31 90C30 26A42 57R12 58B10 × Cite Format Result Cite Review PDF Full Text: DOI
Xie, Weijun; Ahmed, Shabbir On quantile cuts and their closure for chance constrained optimization problems. (English) Zbl 1412.90096 Math. Program. 172, No. 1-2 (B), 621-646 (2018). MSC: 90C11 90C15 × Cite Format Result Cite Review PDF Full Text: DOI
Tong, Xiaojiao; Sun, Hailin; Luo, Xiao; Zheng, Quanguo Distributionally robust chance constrained optimization for economic dispatch in renewable energy integrated systems. (English) Zbl 1411.90243 J. Glob. Optim. 70, No. 1, 131-158 (2018). MSC: 90C15 90C59 × Cite Format Result Cite Review PDF Full Text: DOI
Hong, L. Jeff; Jiang, Guang-Xin Gradient and Hessian of joint probability function with applications on chance-constrained programs. (English) Zbl 1386.90092 J. Oper. Res. Soc. China 5, No. 4, 431-455 (2017). MSC: 90C15 90C31 90C59 × Cite Format Result Cite Review PDF Full Text: DOI
Adam, Lukáš; Branda, Martin Nonlinear chance constrained problems: optimality conditions, regularization and solvers. (English) Zbl 1346.90634 J. Optim. Theory Appl. 170, No. 2, 419-436 (2016). MSC: 90C15 90C26 49M05 × Cite Format Result Cite Review PDF Full Text: DOI