Data-driven chance constrained stochastic program

Probabilistic Set Covering with Correlations

(2013) Shabbir Ahmed et al.   OPERATIONS RESEARCH

Robust Solutions of Optimization Problems Affected by Uncertain Probabilities

(2012) Aharon Ben-Tal et al.   MANAGEMENT SCIENCE

Worst-Case Value at Risk of Nonlinear Portfolios

(2012) Steve Zymler et al.   MANAGEMENT SCIENCE

Pattern-Based Modeling and Solution of Probabilistically Constrained Optimization Problems

(2012) Miguel A. Lejeune   OPERATIONS RESEARCH

Distributionally robust workforce scheduling in call centres with uncertain arrival rates

(2012) S. Liao et al.   OPTIMIZATION METHODS & SOFTWARE

Distributionally robust joint chance constraints with second-order moment information

(2011) Steve Zymler et al.   MATHEMATICAL PROGRAMMING

Sample Average Approximation Method for Chance Constrained Programming: Theory and Applications

(2009) B. K. Pagnoncelli et al.   JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS

From CVaR to Uncertainty Set: Implications in Joint Chance-Constrained Optimization

(2009) Wenqing Chen et al.   OPERATIONS RESEARCH

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