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Browsing by Author "Erdogan, E."
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2005-08-30BuchAmbiguous chance constrained problems and robust optimization Erdogan, E.; Iyengar, G.In this paper we study ambiguous chance constrained problems where the distributions of the random parameters in the problem are themselves uncertain. We focus primarily on the special case where the uncertainty set Q of ...
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2006-03-20BuchOn two-stage convex chance constrained problems Erdogan, E.; Iyengar, G.In this paper we develop approximation algorithms for two-stage convex chance constrainedproblems. Nemirovski and Shapiro [16] formulated this class of problems and proposed anellipsoid-like iterative algorithm for the ...