A Sampling-and-Discarding Approach to Chance-Constrained Optimization: Feasibility and Optimality
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DOI: 10.1007/s10957-010-9754-6
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- Rocchetta, Roberto & Crespo, Luis G., 2021. "A scenario optimization approach to reliability-based and risk-based design: Soft-constrained modulation of failure probability bounds," Reliability Engineering and System Safety, Elsevier, vol. 216(C).
- Xun Shen & Satoshi Ito, 2024. "Approximate Methods for Solving Chance-Constrained Linear Programs in Probability Measure Space," Journal of Optimization Theory and Applications, Springer, vol. 200(1), pages 150-177, January.
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- L. Jeff Hong & Zhiyuan Huang & Henry Lam, 2021. "Learning-Based Robust Optimization: Procedures and Statistical Guarantees," Management Science, INFORMS, vol. 67(6), pages 3447-3467, June.
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- Arash Gourtani & Tri-Dung Nguyen & Huifu Xu, 2020. "A distributionally robust optimization approach for two-stage facility location problems," EURO Journal on Computational Optimization, Springer;EURO - The Association of European Operational Research Societies, vol. 8(2), pages 141-172, June.
- Algo Carè & Simone Garatti & Marco C. Campi, 2014. "FAST---Fast Algorithm for the Scenario Technique," Operations Research, INFORMS, vol. 62(3), pages 662-671, June.
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- Ashley M. Hou & Line A. Roald, 2022. "Data-driven tuning for chance constrained optimization: analysis and extensions," TOP: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 30(3), pages 649-682, October.
- Yongjia Song & James R. Luedtke & Simge Küçükyavuz, 2014. "Chance-Constrained Binary Packing Problems," INFORMS Journal on Computing, INFORMS, vol. 26(4), pages 735-747, November.
- Molin An & Xueshan Han & Tianguang Lu, 2024. "A Stochastic Model Predictive Control Method for Tie-Line Power Smoothing under Uncertainty," Energies, MDPI, vol. 17(14), pages 1-17, July.
- Marla, Lavanya & Rikun, Alexander & Stauffer, Gautier & Pratsini, Eleni, 2020. "Robust modeling and planning: Insights from three industrial applications," Operations Research Perspectives, Elsevier, vol. 7(C).
- Ritter, Andreas & Widmer, Fabio & Duhr, Pol & Onder, Christopher H., 2022. "Long-term stochastic model predictive control for the energy management of hybrid electric vehicles using Pontryagin’s minimum principle and scenario-based optimization," Applied Energy, Elsevier, vol. 322(C).
- Hadi Charkhgard & Mahdi Takalloo & Zulqarnain Haider, 2020. "Bi-objective autonomous vehicle repositioning problem with travel time uncertainty," 4OR, Springer, vol. 18(4), pages 477-505, December.
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Keywords
Chance-constrained optimization; Stochastic optimization; Convex optimization; Sample-based optimization; Randomized methods;All these keywords.
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