Decomposition algorithms for two-stage chance-constrained programs

A Branch-and-Cut Method for Dynamic Decision Making Under Joint Chance Constraints

(2014) Minjiao Zhang et al.   MANAGEMENT SCIENCE

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

(2013) James Luedtke   MATHEMATICAL PROGRAMMING

Risk-averse two-stage stochastic programming with an application to disaster management

(2011) Nilay Noyan   COMPUTERS & OPERATIONS RESEARCH

A Chance-Constrained Two-Stage Stochastic Program for Unit Commitment With Uncertain Wind Power Output

(2011) Qianfan Wang et al.   IEEE TRANSACTIONS ON POWER SYSTEMS

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

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

On mixing sets arising in chance-constrained programming

(2010) Simge Küçükyavuz   MATHEMATICAL PROGRAMMING

Risk-Averse Two-Stage Stochastic Linear Programming: Modeling and Decomposition

(2010) Naomi Miller et al.   OPERATIONS RESEARCH

Constructing Uncertainty Sets for Robust Linear Optimization

(2009) Dimitris Bertsimas et al.   OPERATIONS RESEARCH

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