Cover Image

Convergence and Bound Computation for Chance Constrained Distributionally Robust Models using Sample Approximation

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Lei, Jiaqi, Mehrotra, Sanjay
Format:	Preprint
Published:	2024
Subjects:	Optimization and Control
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

On Solving Chance-Constrained Models with Gaussian Mixture Distribution
by: Dey, Shibshankar, et al.
Published: (2025)

A Framework for Stochastic Fairness in Dominant Resource Allocation with Cloud Computing Applications
by: Lei, Jiaqi, et al.
Published: (2025)

On Approximation of Robust Max-Cut and Related Problems using Randomized Rounding Algorithms
by: Shi, Haoyan, et al.
Published: (2024)

Distributionally Robust Complex Chance-Constrained Optimization
by: Madani, Raneem, et al.
Published: (2026)

0/1 Constrained Optimization Solving Sample Average Approximation for Chance Constrained Programming
by: Zhou, Shenglong, et al.
Published: (2022)

A Proximal DC Algorithm for Sample Average Approximation of Chance Constrained Programming
by: Wang, Peng, et al.
Published: (2023)

Distributionally Robust Joint Chance-Constrained Optimal Power Flow using Relative Entropy
by: Brock, Eli, et al.
Published: (2025)

Approximating Rockafellians Mitigate Distributional Perturbations: Discontinuous Integrands and Chance-Constrained Applications
by: Tian, Lai, et al.
Published: (2025)

Distributionally Robust Control for Chance-Constrained Signal Temporal Logic Specifications
by: Kordabad, Arash Bahari, et al.
Published: (2024)

A Cutting-plane and Benders' Decomposition Algorithm for Two-Stage Distributionally Robust Convex programs
by: Luo, Fengqiao, et al.
Published: (2021)

Sample Complexity of Chance Constrained Optimization in Dynamic Environment
by: Shukla, Apurv, et al.
Published: (2024)

Distributionally Robust Joint Chance-Constrained Optimization for Electricity Imbalance: Integrating Renewables and Storage
by: Noori, Amir, et al.
Published: (2024)

Computing Optimal Joint Chance Constrained Control Policies
by: Schmid, Niklas, et al.
Published: (2023)

Computationally Efficient Chance Constrained Covariance Control with Output Feedback
by: Pilipovsky, Joshua, et al.
Published: (2023)

Convergence and Robustness Bounds for Distributed Asynchronous Shortest-Path
by: Miller, Jared, et al.
Published: (2025)

Robust and Flexible Microtransit Design: Chance-Constrained Dial-a-Ride Problem with Soft Time Windows
by: Li, Hongli, et al.
Published: (2025)

Tightening CVaR Approximations via Scenario-Wise Scaling for Chance-Constrained Programming
by: Chen, Rui, et al.
Published: (2026)

Chance-Constrained Gaussian Mixture Steering to a Terminal Gaussian Distribution
by: Kumagai, Naoya, et al.
Published: (2024)

FICA: Faster Inner Convex Approximation of Chance Constrained Grid Dispatch with Decision-Coupled Uncertainty
by: Zhou, Yihong, et al.
Published: (2025)

Unifying Chance-Constrained and Robust Optimal Power Flow for Resilient Network Operations
by: Porras, Álvaro, et al.
Published: (2023)

Chance-Constrained Set Multicover Problem
by: Yao, Shunyu, et al.
Published: (2024)

Inverse Chance Constrained Optimal Power Flow
by: Wang, Shenglu, et al.
Published: (2025)

Convex Chance-Constrained Programs with Wasserstein Ambiguity
by: Shen, Haoming, et al.
Published: (2021)

Linear Controller Design for Chance Constrained Systems
by: Schildbach, Georg, et al.
Published: (2014)

Integer Programming Approaches for Distributionally Robust Chance Constraints with Adjustable Risks
by: Zhang, Yiling
Published: (2023)

Multiple Joint Chance Constraints Approximation for Uncertainty Modeling in Dispatch Problems
by: Wen, Yilin, et al.
Published: (2024)

Robust Spacecraft Low-Thrust Trajectory Design: A Chance-Constrained Covariance-Steering Approach
by: Babapour, Meysam, et al.
Published: (2026)

Chance-Constrained Optimization with Complex Variables
by: Madani, Raneem, et al.
Published: (2025)

Robust Constrained Consensus and Inequality-constrained Distributed Optimization with Guaranteed Differential Privacy and Accurate Convergence
by: Wang, Yongqiang, et al.
Published: (2024)

Shape-Constrained Distributional Optimization via Importance-Weighted Sample Average Approximation
by: Lam, Henry, et al.
Published: (2024)

Chance-Constrained Energy Storage Pricing for Social Welfare Maximization
by: Qi, Ning, et al.
Published: (2024)

Joint Chance Constrained Optimal Control via Linear Programming
by: Schmid, Niklas, et al.
Published: (2024)

Bilevel Transmission Expansion Planning with Joint Chance-Constrained Dispatch
by: Xia, Yuxin, et al.
Published: (2025)

On Learning for Ambiguous Chance Constrained Problems
by: Madhusudanarao, A Ch, et al.
Published: (2023)

Conformal Predictive Programming for Chance Constrained Optimization
by: Zhao, Yiqi, et al.
Published: (2024)

Uncertainty Partitioning with Probabilistic Feasibility and Performance Guarantees for Chance-Constrained Optimization
by: Cordiano, Francesco, et al.
Published: (2025)

Strengthened and Faster Linear Approximation to Joint Chance Constraints with Wasserstein Ambiguity
by: Zhou, Yihong, et al.
Published: (2024)

Sample Average Approximation for Distributionally Robust Optimization with $ϕ$-divergences
by: Li, Yan
Published: (2026)

Explicit Ensemble Learning Surrogate for Joint Chance-Constrained Optimal Power Flow
by: Javadi, Amir Bahador, et al.
Published: (2025)

Optimization Modeling for Pandemic Vaccine Supply Chain Management: A Review and Future Research Opportunities
by: Dey, Shibshankar, et al.
Published: (2023)