Tightening CVaR Approximations via Scenario-Wise Scaling for Chance-Constrained Programming
Fuente:
arXiv
Saved in:
| Main Authors: | Chen, Rui, Jiang, Nan |
|---|---|
| Format: | Preprint |
| Published: |
2026
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
An Operator Splitting Method for Large-Scale CVaR-Constrained Quadratic Programs
by: Luxenberg, Eric, et al.
Published: (2025)
by: Luxenberg, Eric, et al.
Published: (2025)
Dynamically Augmented CVaR for MDPs
by: Feinberg, Eugene A., et al.
Published: (2022)
by: Feinberg, Eugene A., et al.
Published: (2022)
Sparse Extended Mean-Variance-CVaR Portfolios with Short-selling
by: Mousavi, Ahmad, et al.
Published: (2024)
by: Mousavi, Ahmad, et al.
Published: (2024)
Bayesian Optimization for CVaR-based portfolio optimization
by: Millar, Robert, et al.
Published: (2025)
by: Millar, Robert, et al.
Published: (2025)
Autonomous Sparse Mean-CVaR Portfolio Optimization
by: Lin, Yizun, et al.
Published: (2024)
by: Lin, Yizun, et al.
Published: (2024)
Solving Chance Constrained Programs via a Penalty based Difference of Convex Approach
by: Li, Zhiping, et al.
Published: (2026)
by: Li, Zhiping, et al.
Published: (2026)
Distributionally Robust Safety Verification of Neural Networks via Worst-Case CVaR
by: Kishida, Masako
Published: (2025)
by: Kishida, Masako
Published: (2025)
Statistical Robustness of Interval CVaR Based Regression Models under Perturbation and Contamination
by: You, Yulei, et al.
Published: (2026)
by: You, Yulei, et al.
Published: (2026)
A Simple Mixture Policy Parameterization for Improving Sample Efficiency of CVaR Optimization
by: Luo, Yudong, et al.
Published: (2024)
by: Luo, Yudong, et al.
Published: (2024)
A Proximal DC Algorithm for Sample Average Approximation of Chance Constrained Programming
by: Wang, Peng, et al.
Published: (2023)
by: Wang, Peng, et al.
Published: (2023)
Convex Chance-Constrained Programs with Wasserstein Ambiguity
by: Shen, Haoming, et al.
Published: (2021)
by: Shen, Haoming, et al.
Published: (2021)
0/1 Constrained Optimization Solving Sample Average Approximation for Chance Constrained Programming
by: Zhou, Shenglong, et al.
Published: (2022)
by: Zhou, Shenglong, et al.
Published: (2022)
A Martingale approach to continuous Portfolio Optimization under CVaR like constraints
by: Lelong, Jérôme, et al.
Published: (2025)
by: Lelong, Jérôme, et al.
Published: (2025)
Risk-Aware Control of Discrete-Time Stochastic Systems: Integrating Kalman Filter and Worst-case CVaR in Control Barrier Functions
by: Kishida, Masako
Published: (2023)
by: Kishida, Masako
Published: (2023)
Joint Chance Constrained Optimal Control via Linear Programming
by: Schmid, Niklas, et al.
Published: (2024)
by: Schmid, Niklas, et al.
Published: (2024)
Conformal Predictive Programming for Chance Constrained Optimization
by: Zhao, Yiqi, et al.
Published: (2024)
by: Zhao, Yiqi, et al.
Published: (2024)
Approximating Rockafellians Mitigate Distributional Perturbations: Discontinuous Integrands and Chance-Constrained Applications
by: Tian, Lai, et al.
Published: (2025)
by: Tian, Lai, et al.
Published: (2025)
Scaling Mixed-Integer Programming for Certification of Neural Network Controllers Using Bounds Tightening
by: Sosnin, Philip, et al.
Published: (2024)
by: Sosnin, Philip, et al.
Published: (2024)
Convergence and Bound Computation for Chance Constrained Distributionally Robust Models using Sample Approximation
by: Lei, Jiaqi, et al.
Published: (2024)
by: Lei, Jiaqi, et al.
Published: (2024)
Chance-Constrained Control for Safe Spacecraft Autonomy: Convex Programming Approach
by: Oguri, Kenshiro
Published: (2024)
by: Oguri, Kenshiro
Published: (2024)
FICA: Faster Inner Convex Approximation of Chance Constrained Grid Dispatch with Decision-Coupled Uncertainty
by: Zhou, Yihong, et al.
Published: (2025)
by: Zhou, Yihong, et al.
Published: (2025)
Chance-Constrained Set Multicover Problem
by: Yao, Shunyu, et al.
Published: (2024)
by: Yao, Shunyu, et al.
Published: (2024)
Decision-Scaled Scenario Approach for Rare Chance-Constrained Optimization
by: Choi, Jaeseok, et al.
Published: (2026)
by: Choi, Jaeseok, et al.
Published: (2026)
A Gradient Guided Diffusion Framework for Chance Constrained Programming
by: Zhang, Boyang, et al.
Published: (2025)
by: Zhang, Boyang, et al.
Published: (2025)
The Scaling Behaviors in Achieving High Reliability via Chance-Constrained Optimization
by: Deo, Anand, et al.
Published: (2025)
by: Deo, Anand, et al.
Published: (2025)
Inverse Chance Constrained Optimal Power Flow
by: Wang, Shenglu, et al.
Published: (2025)
by: Wang, Shenglu, et al.
Published: (2025)
Distributionally Robust Complex Chance-Constrained Optimization
by: Madani, Raneem, et al.
Published: (2026)
by: Madani, Raneem, et al.
Published: (2026)
Linear Controller Design for Chance Constrained Systems
by: Schildbach, Georg, et al.
Published: (2014)
by: Schildbach, Georg, et al.
Published: (2014)
Monotone 2D Integration Scheme for Mean-CVaR Optimization via Fourier-Trained Transition Kernels
by: Dang, Duy-Minh, et al.
Published: (2026)
by: Dang, Duy-Minh, et al.
Published: (2026)
Chance-Constrained Optimization with Complex Variables
by: Madani, Raneem, et al.
Published: (2025)
by: Madani, Raneem, et al.
Published: (2025)
Sample Complexity of Chance Constrained Optimization in Dynamic Environment
by: Shukla, Apurv, et al.
Published: (2024)
by: Shukla, Apurv, et al.
Published: (2024)
Computing Optimal Joint Chance Constrained Control Policies
by: Schmid, Niklas, et al.
Published: (2023)
by: Schmid, Niklas, et al.
Published: (2023)
Computationally Efficient Chance Constrained Covariance Control with Output Feedback
by: Pilipovsky, Joshua, et al.
Published: (2023)
by: Pilipovsky, Joshua, et al.
Published: (2023)
Bilevel Transmission Expansion Planning with Joint Chance-Constrained Dispatch
by: Xia, Yuxin, et al.
Published: (2025)
by: Xia, Yuxin, et al.
Published: (2025)
Chance-Constrained Energy Storage Pricing for Social Welfare Maximization
by: Qi, Ning, et al.
Published: (2024)
by: Qi, Ning, et al.
Published: (2024)
On Learning for Ambiguous Chance Constrained Problems
by: Madhusudanarao, A Ch, et al.
Published: (2023)
by: Madhusudanarao, A Ch, et al.
Published: (2023)
Flipping-based Policy for Chance-Constrained Markov Decision Processes
by: Shen, Xun, et al.
Published: (2024)
by: Shen, Xun, et al.
Published: (2024)
Risk Control of Traffic Flow Through Chance Constraints and Large Deviation Approximation
by: Xu, Rui, et al.
Published: (2026)
by: Xu, Rui, et al.
Published: (2026)
Uncertainty Partitioning with Probabilistic Feasibility and Performance Guarantees for Chance-Constrained Optimization
by: Cordiano, Francesco, et al.
Published: (2025)
by: Cordiano, Francesco, et al.
Published: (2025)
Distributionally Robust Control for Chance-Constrained Signal Temporal Logic Specifications
by: Kordabad, Arash Bahari, et al.
Published: (2024)
by: Kordabad, Arash Bahari, et al.
Published: (2024)
Similar Items
-
An Operator Splitting Method for Large-Scale CVaR-Constrained Quadratic Programs
by: Luxenberg, Eric, et al.
Published: (2025) -
Dynamically Augmented CVaR for MDPs
by: Feinberg, Eugene A., et al.
Published: (2022) -
Sparse Extended Mean-Variance-CVaR Portfolios with Short-selling
by: Mousavi, Ahmad, et al.
Published: (2024) -
Bayesian Optimization for CVaR-based portfolio optimization
by: Millar, Robert, et al.
Published: (2025) -
Autonomous Sparse Mean-CVaR Portfolio Optimization
by: Lin, Yizun, et al.
Published: (2024)