L. Jeff Hong's Research Group
L. Jeff Hong's Research Group
Research
Publications
People
Group Activities
Contact
Light
Dark
Automatic
Sequential convex approximations to joint chance constrained programs: A Monte Carlo approach
Hong, L. J., Y. Yang, and L. Zhang
January 2011
PDF
Project
Type
Journal article
Publication
Operations Research, 59:617-630
Monte Carlo Methods in Stochastic Programming
Related
Robust simulation with likelihood-ratio constrained input uncertainty
Learning-based robust optimization procedures and statistical guarantee
Gradient and Hessian of joint probability functions with applications on chance constrained programs
Approximating data-driven joint chance constrained programs via uncertainty set construction
A statistical perspective on linear programs with uncertain parameters
Cite
×