A branch-and-cut decomposition algorithm for solving chance-constrained mathematical programs with finite support

Regularization methods for optimization problems with probabilistic constraints

(2012) Darinka Dentcheva et al.   MATHEMATICAL PROGRAMMING

A Gradient Formula for Linear Chance Constraints Under Gaussian Distribution

(2012) René Henrion et al.   MATHEMATICS OF OPERATIONS RESEARCH

Sequential Convex Approximations to Joint Chance Constrained Programs: A Monte Carlo Approach

(2011) L. Jeff Hong et al.   OPERATIONS RESEARCH

IIS branch-and-cut for joint chance-constrained stochastic programs and application to optimal vaccine allocation

(2010) Matthew W. Tanner et al.   EUROPEAN JOURNAL OF OPERATIONAL RESEARCH

A Sampling-and-Discarding Approach to Chance-Constrained Optimization: Feasibility and Optimality

(2010) M. C. Campi et al.   JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS

Expectation and Chance-Constrained Models and Algorithms for Insuring Critical Paths

(2010) Siqian Shen et al.   MANAGEMENT SCIENCE

Staffing Call Centers with Uncertain Demand Forecasts: A Chance-Constrained Optimization Approach

(2010) Itai Gurvich et al.   MANAGEMENT SCIENCE

On probabilistic constraints induced by rectangular sets and multivariate normal distributions

(2010) Wim Van Ackooij et al.   MATHEMATICAL METHODS OF OPERATIONS RESEARCH

On mixing sets arising in chance-constrained programming

(2010) Simge Küçükyavuz   MATHEMATICAL PROGRAMMING

An exact approach for solving integer problems under probabilistic constraints with random technology matrix

(2009) Patrizia Beraldi et al.   ANNALS OF OPERATIONS RESEARCH

Finding optimal vaccination strategies under parameter uncertainty using stochastic programming

(2008) Matthew W. Tanner et al.   MATHEMATICAL BIOSCIENCES

MIP reformulations of the probabilistic set covering problem

(2008) Anureet Saxena et al.   MATHEMATICAL PROGRAMMING

An integer programming approach for linear programs with probabilistic constraints

(2008) James Luedtke et al.   MATHEMATICAL PROGRAMMING

A Sample Approximation Approach for Optimization with Probabilistic Constraints

(2008) James Luedtke et al.   SIAM JOURNAL ON OPTIMIZATION