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Stochastic geometric optimization with joint probabilistic constraints
Liu, Jia; Lisser, Abdel; Chen, Zhiping - In: Operations research letters 44 (2016) 5, pp. 687-691
Persistent link: https://www.econbiz.de/10011596645
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Notoriously hard (mixed-)binary QPs : empirical evidence on new completely positive approaches
Bomze, Immanuel M.; Cheng, Jianqiang; Dickinson, Peter J. C. - In: Computational Management Science : CMS 16 (2019) 4, pp. 593-619
Persistent link: https://www.econbiz.de/10012126680
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Distributionally robust chance constrained geometric optimization
Liu, Jia; Lisser, Abdel; Chen, Zhiping - In: Mathematics of operations research 47 (2022) 4, pp. 2950-2988
Persistent link: https://www.econbiz.de/10014311394
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Distributionally robust chance constrained games under Wasserstein ball
Xia, Tian; Liu, Jia; Lisser, Abdel - In: Operations research letters 51 (2023) 3, pp. 315-321
Persistent link: https://www.econbiz.de/10014374911