Keyword: Chance-constrained programming

Found 6 papers in total
Robust formulations for clustering‐based large‐scale classification
Robust formulations for clustering‐based large‐scale classification
2013,
Chebyshev‐inequality‐based convex relaxations of...
Safe Approximations of Ambiguous Chance Constraints Using Historical Data
Safe Approximations of Ambiguous Chance Constraints Using Historical Data
2013,
This paper proposes a new way to construct uncertainty sets for robust optimization....
Strong guidance on mitigating the effects of uncertainties in the brass casting blending problem: a hybrid optimization approach
Strong guidance on mitigating the effects of uncertainties in the brass casting blending problem: a hybrid optimization approach
2013,
The scrap charge optimization problem in the brass casting process is a critical...
A Class of Chance Constrained Multi‐objective Portfolio Selection Model Under Fuzzy Random Environment
A Class of Chance Constrained Multi‐objective Portfolio Selection Model Under Fuzzy Random Environment
2011,
This paper deals with a class of chance constrained portfolio selection problems in...
Stochastic optimization for blending problem in brass casting industry
Stochastic optimization for blending problem in brass casting industry
2011,
A critical process in brass casting is blending of the raw materials in a furnace so...
Algorithms for a stochastic selective travelling salesperson problem
Algorithms for a stochastic selective travelling salesperson problem
2005,
In this paper, the selective travelling salesperson problem with stochastic service...
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