Concepedia

Augmented Lagrangian method for probabilistic optimization

Darinka Dentcheva, Gabriela Martinez

Annals of Operations Research · 2011 · 24 citations · 10 references

DOI

Concepts

References

10

An integer programming approach for linear programs with probabilistic constraints

James Luedtke, Shabbir Ahmed, George L. Nemhauser · Mathematical Programming · 2008 · 345 citations

, , +14

Concavity and efficient points of discrete distributions in probabilistic programming

Darinka Dentcheva, András Prékopa, Andrzej Ruszczyński · Mathematical Programming · 2000 · 207 citations · Full text

, , +12

Probabilistic programming with discrete distributions and precedence constrained knapsack polyhedra

Andrzej Ruszczy ski · Mathematical Programming · 2002 · 181 citations

, , +14

Proceedings of the Princeton Symposium on Mathematical Programming

Anthony W. Wren · The Computer Journal · 1972 · 92 citations · Full text

, , +12

On Convexity of Measures

Yosef Rinott · The Annals of Probability · 1976 · 81 citations · Full text

, , +8