Data-driven chance constrained stochastic program

On Estimation of a Probability Density Function and Mode

Emanuel Parzen · The Annals of Mathematical Statistics · 1962 · 10.5K citations · Full text

Natural Sciences, Mathematics, Probability Theory +9

Information theory and statistics

Journal of the Franklin Institute · 1959 · 7.2K citations

Natural Sciences, Computer Science, Mathematics +12

Optimization of conditional value-at-risk

R. T. Rockafellar, Stan Uryasev · The Journal of Risk · 2000 · 6.5K citations

Business, Finance, Risk Management +17

Remarks on Some Nonparametric Estimates of a Density Function

Murray Rosenblatt · The Annals of Mathematical Statistics · 1956 · 4.5K citations · Full text

Natural Sciences, Mathematics, Probability Theory +12

The Price of Robustness

Dimitris Bertsimas, Melvyn Sim · Operations Research · 2004 · 4.4K citations

Natural Sciences, Mathematics, Optimization +15