Add to ORKGChoice among risky investments has been described using a chance constrained programming model with a finite number of states of nature. This paper presents a simple combinational algorithm for solving this model which, at worst, requires solving a number of linear programming problems.
In many relevant situations, chance constrained linear programs can be explicitly converted into eff...
Various applications in reliability and risk management give rise to optimization problems with cons...
Among various preventive uncertainty handling techniques, chance constrained programming (CCP) has g...
Abstract. A central issue arising in financial, engineering and, more generally, in many applicative...
The focus of this research paper is to develop a model for security analysis and investment decision...
This paper considers a portfolio selection problem with normally distributed returns and different r...
Chance constraints are a valuable tool for the design of safe decisions in uncertain environments; t...
We solve a linear chance constrained portfolio optimization problem using Robust Optimization (RO) m...
We solve the chance constrained optimization with convex feasible set through approximating the chan...
This paper deals with a Chance-Constrained Programming formulation and approximate resolution of an ...
We consider integrated chance constraints (ICC), which provide quantitative alternatives for traditi...
We solve the chance constrained optimization with convexfeasible set through approximating the chanc...
We explore reformulation of nonlinear stochastic programs with several joint chance constraints by s...
In the paper, we introduce a multi-objective scenario-based optimization approach for chance-constra...
Abstract. In this paper we deal with linear chance-constrained opti-mization problems, a class of pr...
In many relevant situations, chance constrained linear programs can be explicitly converted into eff...
Various applications in reliability and risk management give rise to optimization problems with cons...
Among various preventive uncertainty handling techniques, chance constrained programming (CCP) has g...
Abstract. A central issue arising in financial, engineering and, more generally, in many applicative...
The focus of this research paper is to develop a model for security analysis and investment decision...
This paper considers a portfolio selection problem with normally distributed returns and different r...
Chance constraints are a valuable tool for the design of safe decisions in uncertain environments; t...
We solve a linear chance constrained portfolio optimization problem using Robust Optimization (RO) m...
We solve the chance constrained optimization with convex feasible set through approximating the chan...
This paper deals with a Chance-Constrained Programming formulation and approximate resolution of an ...
We consider integrated chance constraints (ICC), which provide quantitative alternatives for traditi...
We solve the chance constrained optimization with convexfeasible set through approximating the chanc...
We explore reformulation of nonlinear stochastic programs with several joint chance constraints by s...
In the paper, we introduce a multi-objective scenario-based optimization approach for chance-constra...
Abstract. In this paper we deal with linear chance-constrained opti-mization problems, a class of pr...
In many relevant situations, chance constrained linear programs can be explicitly converted into eff...
Various applications in reliability and risk management give rise to optimization problems with cons...
Among various preventive uncertainty handling techniques, chance constrained programming (CCP) has g...