Keyword: chance-constrained optimisation

Found 6 papers in total
Ambiguous Joint Chance Constraints Under Mean and Dispersion Information
Ambiguous Joint Chance Constraints Under Mean and Dispersion Information
2017,
We study joint chance constraints where the distribution of the uncertain parameters...
A Sampling‐and‐Discarding Approach to Chance‐Constrained Optimization: Feasibility and Optimality
A Sampling‐and‐Discarding Approach to Chance‐Constrained Optimization: Feasibility and Optimality
2011,
In this paper, we study the link between a Chance‐Constrained optimization...
Scalable Heuristics for a Class of Chance-Constrained Stochastic Programs
Scalable Heuristics for a Class of Chance-Constrained Stochastic Programs
2010,
We describe computational procedures for solving a wide-ranging class of stochastic...
Staffing call centers with uncertain demand forecasts: A chance-constrained optimization approach
Staffing call centers with uncertain demand forecasts: A chance-constrained optimization approach
2010,
We consider the problem of staffing call centers with multiple customer classes and...
From CVaR to uncertainty set: Implications in joint chance-constrained optimization
From CVaR to uncertainty set: Implications in joint chance-constrained optimization
2010,
We review and develop different tractable approximations to individual...
On variance constrained programming
On variance constrained programming
1990,
A review of literature dealing with optimisation problems that treat variance as a...
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